+67.5%
FERG vs RUN
-81.3%
+148.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -1.0% | -3.4% | +2.3% | -0.7% |
| 30D | -11.8% | -14.0% | +2.1% | -10.6% |
| 3M | -1.2% | -27.5% | +26.2% | +1.5% |
| 6M | -2.3% | -29.0% | +26.7% | +0.1% |
| YTD | +0.8% | -53.1% | +53.9% | +6.1% |
| 1Y | +0.5% | -46.7% | +47.2% | +3.9% |
| 3Y | +51.4% | -38.3% | +89.7% | +38.4% |
| 5Y | +67.5% | -80.7% | +148.2% | +65.8% |
| All | +67.5% | -81.3% | +148.8% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling