+434.6%
FERG vs RF
+279.4%
+155.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +8.7% | +6.0% | +2.6% | +7.5% |
| 3M | -7.4% | -8.9% | +1.5% | -5.8% |
| 6M | -6.6% | +2.3% | -9.0% | -7.1% |
| YTD | +6.6% | +7.6% | -1.0% | +5.1% |
| 1Y | -3.6% | +21.2% | -24.7% | -6.9% |
| 3Y | +56.4% | +108.5% | -52.1% | +39.1% |
| 5Y | +67.5% | +43.2% | +24.3% | +54.3% |
| All | +434.6% | +279.4% | +155.2% | +327.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling