+74.0%
FERG vs S
+49.1%
+24.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +8.0% | +3.2% | +9.8% |
| 7D | +7.3% | +1.6% | +5.8% | +7.1% |
| 30D | +18.1% | -10.5% | +28.6% | +20.0% |
| 3M | +1.6% | +9.9% | -8.3% | -1.0% |
| 6M | +8.5% | +41.8% | -33.3% | +0.4% |
| YTD | +18.6% | +56.8% | -38.2% | +6.3% |
| 1Y | +5.7% | +39.0% | -33.3% | -2.9% |
| 3Y | +74.0% | +53.8% | +20.2% | +69.9% |
| All | +74.0% | +49.1% | +24.9% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling