+83.9%
FERG vs REPL
-33.0%
+116.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.0% | +8.3% | +11.2% |
| 7D | +7.3% | +14.2% | -6.9% | +7.1% |
| 30D | +18.1% | +65.9% | -47.7% | +16.9% |
| 3M | +1.6% | +84.6% | -82.9% | +0.3% |
| 6M | +8.5% | +446.9% | -438.4% | +3.5% |
| YTD | +18.6% | +129.0% | -110.5% | +13.7% |
| 1Y | +5.7% | +167.9% | -162.2% | +0.9% |
| 3Y | +74.0% | +93.9% | -19.9% | +51.7% |
| 5Y | +83.9% | -33.0% | +116.9% | +87.2% |
| All | +83.9% | -33.0% | +116.9% | +87.2% |
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