+55.0%
FERG vs S
+13.8%
+41.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.5% |
| 7D | +3.4% | -5.8% | +9.2% | +4.5% |
| 30D | -11.5% | -9.2% | -2.3% | -10.2% |
| 3M | +1.3% | +23.4% | -22.1% | -3.1% |
| 6M | -1.0% | +36.9% | -37.9% | -8.2% |
| YTD | +3.2% | +29.5% | -26.3% | -3.7% |
| 1Y | -3.0% | +5.4% | -8.4% | -5.6% |
| 3Y | +55.0% | +14.7% | +40.3% | +47.8% |
| All | +55.0% | +13.8% | +41.3% | +47.8% |
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