+1,335.0%
FERG vs RMBS
+275.2%
+1,059.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +3.4% | +3.0% | +0.4% | +3.1% |
| 30D | -11.5% | -14.4% | +2.9% | -10.4% |
| 3M | +1.3% | -42.8% | +44.1% | +5.6% |
| 6M | -1.0% | -1.4% | +0.4% | -2.2% |
| YTD | +3.2% | -5.4% | +8.7% | +1.9% |
| 1Y | -3.0% | +18.6% | -21.5% | -6.2% |
| 3Y | +55.0% | +57.3% | -2.2% | +44.5% |
| 5Y | +72.6% | +265.7% | -193.1% | +55.4% |
| 10Y | +358.9% | +546.0% | -187.1% | +311.4% |
| All | +1,335.0% | +275.2% | +1,059.9% | +1,168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling