+424.2%
FERG vs RF
+223.4%
+200.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.7% | +1.9% | +7.8% | +9.4% |
| 30D | +15.0% | +7.3% | +7.7% | +13.6% |
| 3M | +3.8% | -7.9% | +11.7% | +5.3% |
| 6M | +10.6% | +10.5% | +0.1% | +8.6% |
| YTD | +17.0% | +9.6% | +7.3% | +15.0% |
| 1Y | +7.1% | +20.3% | -13.2% | +3.6% |
| 3Y | +67.7% | +119.5% | -51.8% | +48.6% |
| 5Y | +76.4% | +48.2% | +28.2% | +62.1% |
| All | +424.2% | +223.4% | +200.9% | +374.9% |
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