+233.2%
FERG vs REPL
-9.7%
+242.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | +0.9% | -9.6% | +10.5% | +1.0% |
| 30D | -15.1% | +5.7% | -20.8% | -15.2% |
| 3M | -4.8% | +56.4% | -61.2% | -6.2% |
| 6M | -2.5% | +67.4% | -69.9% | -5.0% |
| YTD | +1.8% | +48.7% | -46.9% | -0.8% |
| 1Y | -0.3% | +148.3% | -148.6% | -4.8% |
| 3Y | +52.9% | -26.7% | +79.6% | +43.9% |
| 5Y | +69.3% | -54.1% | +123.4% | +58.2% |
| All | +233.2% | -9.7% | +242.8% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling