+282.8%
FERG vs REPL
+36.8%
+246.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +9.7% | +1.2% | +8.5% | +9.7% |
| 30D | +15.0% | +92.2% | -77.1% | +13.8% |
| 3M | +3.8% | +44.1% | -40.4% | +3.1% |
| 6M | +10.6% | +313.0% | -302.4% | +7.1% |
| YTD | +17.0% | +125.2% | -108.2% | +13.2% |
| 1Y | +7.1% | +143.8% | -136.7% | +3.5% |
| 3Y | +67.7% | +104.2% | -36.5% | +53.9% |
| 5Y | +76.4% | -34.5% | +111.0% | +63.6% |
| All | +282.8% | +36.8% | +246.0% | +273.4% |
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