+390.1%
FERG vs QSR
+206.0%
+184.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -15.1% | +5.7% | -20.8% | -15.7% |
| 3M | -4.8% | +6.9% | -11.8% | -5.8% |
| 6M | -2.5% | +6.9% | -9.3% | -3.5% |
| YTD | +1.8% | +14.9% | -13.1% | -0.3% |
| 1Y | -0.3% | +29.1% | -29.4% | -3.9% |
| 3Y | +52.9% | +26.1% | +26.8% | +47.5% |
| 5Y | +69.3% | +42.3% | +27.0% | +60.4% |
| 10Y | +352.7% | +134.0% | +218.7% | +317.9% |
| All | +390.1% | +206.0% | +184.1% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling