+78.0%
FERG vs RF
+47.5%
+30.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +9.7% | +1.9% | +7.8% | +8.9% |
| 30D | +15.0% | +7.3% | +7.7% | +11.9% |
| 3M | +3.8% | -7.9% | +11.7% | +7.4% |
| 6M | +10.6% | +10.5% | +0.1% | +5.9% |
| YTD | +17.0% | +9.6% | +7.3% | +12.1% |
| 1Y | +7.1% | +20.3% | -13.2% | -1.3% |
| 3Y | +67.7% | +119.5% | -51.8% | +20.2% |
| All | +78.0% | +47.5% | +30.6% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling