+127.8%
FERG vs ROIV
+232.7%
-104.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.2% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -10.2% | +1.0% | -11.1% | -10.3% |
| 3M | -0.6% | +18.3% | -18.9% | -2.5% |
| 6M | -6.5% | +18.3% | -24.9% | -8.5% |
| YTD | +4.2% | +61.0% | -56.8% | -1.5% |
| 1Y | -2.3% | +177.9% | -180.1% | -12.8% |
| 3Y | +48.5% | +199.1% | -150.6% | +29.9% |
| 5Y | +72.0% | +250.7% | -178.7% | +34.6% |
| All | +127.8% | +232.7% | -104.9% | +79.2% |
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 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