+315.8%
FERG vs RUN
-34.5%
+350.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -2.0% | -31.8% | +29.7% | +0.1% |
| 6M | -3.2% | -32.2% | +29.0% | -1.3% |
| YTD | +1.5% | -53.5% | +55.0% | +5.1% |
| 1Y | +0.5% | -46.5% | +47.0% | +2.8% |
| 3Y | +50.4% | -37.6% | +88.0% | +43.5% |
| 5Y | +68.7% | -80.9% | +149.5% | +65.1% |
| 10Y | +351.3% | +41.3% | +310.1% | +335.4% |
| All | +315.8% | -34.5% | +350.3% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling