+67.7%
FERG vs RVTY
+85.4%
-17.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +9.7% | -0.5% | +10.2% | +10.0% |
| 30D | +15.0% | +1.5% | +13.5% | +14.3% |
| 3M | +3.8% | +31.5% | -27.7% | -5.4% |
| 6M | +10.6% | +62.7% | -52.1% | -6.7% |
| YTD | +17.0% | +60.0% | -43.0% | -2.0% |
| 1Y | +7.1% | +65.7% | -58.6% | -11.5% |
| 3Y | +67.7% | +85.2% | -17.5% | +42.5% |
| All | +67.7% | +85.4% | -17.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling