+229.8%
FERG vs REPL
-17.3%
+247.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -0.9% |
| 7D | -1.0% | -13.4% | +12.4% | -0.8% |
| 30D | -11.8% | -3.0% | -8.8% | -11.8% |
| 3M | -1.2% | +56.3% | -57.5% | -2.7% |
| 6M | -2.3% | +60.9% | -63.2% | -4.8% |
| YTD | +0.8% | +36.2% | -35.4% | -1.6% |
| 1Y | +0.5% | +121.0% | -120.6% | -3.9% |
| 3Y | +51.4% | -32.8% | +84.2% | +42.6% |
| 5Y | +67.5% | -58.7% | +126.1% | +56.7% |
| All | +229.8% | -17.3% | +247.1% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling