+351.3%
FERG vs RUN
+42.2%
+309.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -2.6% | -3.7% | +1.1% | -2.3% |
| 30D | -8.9% | -13.0% | +4.1% | -8.0% |
| 3M | -2.0% | -31.8% | +29.7% | +0.4% |
| 6M | -3.2% | -32.2% | +29.0% | -1.1% |
| YTD | +1.5% | -53.5% | +55.0% | +5.5% |
| 1Y | +0.5% | -46.5% | +47.0% | +3.0% |
| 3Y | +50.4% | -37.6% | +88.0% | +42.5% |
| 5Y | +68.7% | -80.9% | +149.5% | +64.7% |
| All | +351.3% | +42.2% | +309.1% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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