-10.0%
FERG vs Q
+79.8%
-89.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.2% |
| 7D | -2.6% | +4.9% | -7.5% | -3.6% |
| 30D | -8.9% | -11.0% | +2.1% | -6.8% |
| 3M | -2.0% | -15.2% | +13.1% | +0.7% |
| 6M | -3.2% | +8.8% | -12.0% | -8.3% |
| YTD | +1.5% | +55.1% | -53.6% | -9.6% |
| All | -10.0% | +79.8% | -89.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling