+74.0%
FERG vs ROIV
+351.4%
-277.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.6% | +6.6% | +10.3% |
| 7D | +7.3% | +13.3% | -6.0% | +4.9% |
| 30D | +18.1% | +14.8% | +3.4% | +15.1% |
| 3M | +1.6% | +11.9% | -10.3% | -1.0% |
| 6M | +8.5% | +42.4% | -33.9% | -0.3% |
| YTD | +18.6% | +87.4% | -68.9% | +1.7% |
| 1Y | +5.7% | +97.2% | -91.5% | -10.7% |
| 3Y | +74.0% | +375.7% | -301.7% | +18.2% |
| All | +74.0% | +351.4% | -277.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling