+72.6%
FERG vs REPL
-53.9%
+126.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | +3.4% | -5.7% | +9.1% | +3.5% |
| 30D | -11.5% | +22.5% | -34.0% | -11.9% |
| 3M | +1.3% | +64.7% | -63.4% | -0.7% |
| 6M | -1.0% | +83.0% | -84.0% | -4.6% |
| YTD | +3.2% | +52.0% | -48.7% | -0.2% |
| 1Y | -3.0% | +144.5% | -147.5% | -8.9% |
| 3Y | +55.0% | -25.1% | +80.1% | +45.2% |
| 5Y | +72.6% | -52.9% | +125.5% | +68.6% |
| All | +72.6% | -53.9% | +126.5% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling