+351.3%
FERG vs RSG
+428.9%
-77.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -8.9% | +4.0% | -12.9% | -9.5% |
| 3M | -2.0% | +7.4% | -9.4% | -3.3% |
| 6M | -3.2% | +0.1% | -3.3% | -3.4% |
| YTD | +1.5% | +6.0% | -4.5% | +0.1% |
| 1Y | +0.5% | -3.0% | +3.5% | +0.7% |
| 3Y | +50.4% | +56.5% | -6.1% | +38.1% |
| 5Y | +68.7% | +90.9% | -22.2% | +50.8% |
| All | +351.3% | +428.9% | -77.6% | +310.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling