+67.7%
FERG vs ROST
+94.3%
-26.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.5% |
| 7D | +9.7% | +0.3% | +9.5% | +9.7% |
| 30D | +15.0% | +0.5% | +14.6% | +15.0% |
| 3M | +3.8% | -5.2% | +9.0% | +5.7% |
| 6M | +10.6% | +9.8% | +0.8% | +6.0% |
| YTD | +17.0% | +29.4% | -12.4% | +4.5% |
| 1Y | +7.1% | +44.4% | -37.3% | -8.5% |
| 3Y | +67.7% | +95.0% | -27.3% | +31.1% |
| All | +67.7% | +94.3% | -26.5% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling