+294.8%
FERG vs REPL
+36.1%
+258.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.4% | +2.1% |
| 7D | +6.4% | +5.3% | +1.2% | +6.3% |
| 30D | +19.9% | +66.6% | -46.7% | +18.9% |
| 3M | +5.6% | +59.6% | -54.0% | +4.7% |
| 6M | +9.2% | +482.4% | -473.1% | +5.2% |
| YTD | +20.6% | +124.1% | -103.4% | +16.8% |
| 1Y | +5.7% | +138.6% | -132.9% | +2.2% |
| 3Y | +73.6% | +96.0% | -22.4% | +59.4% |
| 5Y | +86.2% | -35.4% | +121.6% | +72.7% |
| All | +294.8% | +36.1% | +258.6% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling