-2.3%
FERG vs S
+10.1%
-12.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | 0.0% | -7.7% | +7.7% | +0.6% |
| 30D | -10.2% | -5.3% | -4.8% | -9.8% |
| 3M | -0.6% | +20.3% | -20.8% | -1.5% |
| 6M | -6.5% | +47.4% | -53.9% | -9.5% |
| YTD | +4.2% | +32.5% | -28.4% | +1.6% |
| 1Y | -2.3% | +9.5% | -11.8% | -1.9% |
| All | -2.3% | +10.1% | -12.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling