+67.7%
FERG vs RVMD
+576.1%
-508.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -3.0% | +0.4% | -2.3% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -2.0% | +36.5% | -38.6% | -5.1% |
| 6M | -3.2% | +104.6% | -107.8% | -10.6% |
| YTD | +1.5% | +155.8% | -154.3% | -8.9% |
| 1Y | +0.5% | +340.7% | -340.2% | -15.1% |
| 3Y | +50.4% | +519.9% | -469.5% | +19.8% |
| All | +67.7% | +576.1% | -508.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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