+240.9%
FERG vs REPL
-6.0%
+246.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +2.3% |
| 7D | 0.0% | -3.0% | +2.9% | 0.0% |
| 30D | -10.2% | +27.1% | -37.3% | -10.5% |
| 3M | -0.6% | +52.4% | -53.0% | -2.0% |
| 6M | -6.5% | +107.4% | -114.0% | -9.4% |
| YTD | +4.2% | +54.7% | -50.6% | +1.5% |
| 1Y | -2.3% | +158.9% | -161.1% | -6.7% |
| 3Y | +48.5% | -23.7% | +72.2% | +39.6% |
| 5Y | +72.0% | -54.3% | +126.4% | +60.6% |
| All | +240.9% | -6.0% | +246.9% | +234.8% |
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