+67.7%
FERG vs RF
+119.8%
-52.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +9.7% | +1.9% | +7.8% | +8.9% |
| 30D | +15.0% | +7.3% | +7.7% | +11.6% |
| 3M | +3.8% | -7.9% | +11.7% | +7.7% |
| 6M | +10.6% | +10.5% | +0.1% | +5.5% |
| YTD | +17.0% | +9.6% | +7.3% | +11.6% |
| 1Y | +7.1% | +20.3% | -13.2% | -2.1% |
| 3Y | +67.7% | +119.5% | -51.8% | +32.5% |
| All | +67.7% | +119.8% | -52.1% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling