-2.3%
FERG vs RSG
-3.6%
+1.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -10.2% | +7.6% | -17.8% | -9.8% |
| 3M | -0.6% | +7.4% | -8.0% | -0.1% |
| 6M | -6.5% | -3.3% | -3.3% | -5.8% |
| YTD | +4.2% | +6.0% | -1.8% | +3.7% |
| 1Y | -2.3% | -3.7% | +1.4% | -5.0% |
| All | -2.3% | -3.6% | +1.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling