+352.7%
FERG vs RF
+334.5%
+18.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -15.1% | -4.0% | -11.0% | -14.4% |
| 3M | -4.8% | +5.6% | -10.4% | -5.8% |
| 6M | -2.5% | +13.1% | -15.5% | -4.7% |
| YTD | +1.8% | +13.6% | -11.7% | -0.6% |
| 1Y | -0.3% | +16.0% | -16.3% | -3.2% |
| 3Y | +52.9% | +90.2% | -37.3% | +37.1% |
| 5Y | +69.3% | +87.0% | -17.7% | +52.9% |
| 10Y | +352.7% | +338.5% | +14.2% | +265.3% |
| All | +352.7% | +334.5% | +18.2% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling