+133.1%
FERG vs ROIV
+270.3%
-137.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.5% |
| 7D | -2.1% | +5.3% | -7.4% | -2.6% |
| 30D | +8.7% | +11.9% | -3.2% | +7.3% |
| 3M | -7.4% | +10.7% | -18.1% | -8.7% |
| 6M | -6.6% | +34.9% | -41.5% | -10.1% |
| YTD | +6.6% | +79.2% | -72.6% | -0.6% |
| 1Y | -3.6% | +89.0% | -92.6% | -10.7% |
| 3Y | +56.4% | +337.3% | -280.9% | +32.7% |
| 5Y | +67.5% | +402.3% | -334.8% | +32.7% |
| All | +133.1% | +270.3% | -137.2% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling