+120.4%
FERG vs ROIV
+289.9%
-169.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -1.0% | +19.0% | -20.0% | -3.0% |
| 30D | -11.8% | +16.1% | -28.0% | -13.4% |
| 3M | -1.2% | +44.1% | -45.3% | -5.3% |
| 6M | -2.3% | +37.8% | -40.2% | -6.1% |
| YTD | +0.8% | +88.7% | -87.9% | -6.5% |
| 1Y | +0.5% | +197.3% | -196.8% | -11.1% |
| 3Y | +51.4% | +224.9% | -173.5% | +30.8% |
| 5Y | +67.5% | +311.0% | -243.5% | +28.7% |
| All | +120.4% | +289.9% | -169.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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