+72.6%
FERG vs S
-72.3%
+145.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | +3.4% | -5.8% | +9.2% | +4.2% |
| 30D | -11.5% | -9.2% | -2.3% | -10.5% |
| 3M | +1.3% | +23.4% | -22.1% | -2.2% |
| 6M | -1.0% | +36.9% | -37.9% | -6.5% |
| YTD | +3.2% | +29.5% | -26.3% | -2.1% |
| 1Y | -3.0% | +5.4% | -8.4% | -5.3% |
| 3Y | +55.0% | +14.7% | +40.3% | +46.9% |
| 5Y | +72.6% | -71.5% | +144.2% | +77.4% |
| All | +72.6% | -72.3% | +145.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling