+351.3%
FERG vs ROST
+317.9%
+33.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.2% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | -8.9% | -6.9% | -2.0% | -7.6% |
| 3M | -2.0% | -3.3% | +1.3% | -1.6% |
| 6M | -3.2% | +9.0% | -12.2% | -5.2% |
| YTD | +1.5% | +28.9% | -27.4% | -4.0% |
| 1Y | +0.5% | +54.0% | -53.5% | -8.3% |
| 3Y | +50.4% | +100.7% | -50.3% | +30.3% |
| 5Y | +68.7% | +116.0% | -47.3% | +41.5% |
| All | +351.3% | +317.9% | +33.5% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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