+81.6%
FERG vs S
-56.8%
+138.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | 0.0% | -7.7% | +7.7% | +1.0% |
| 30D | -10.2% | -5.3% | -4.8% | -9.7% |
| 3M | -0.6% | +20.3% | -20.8% | -3.5% |
| 6M | -6.5% | +47.4% | -53.9% | -12.5% |
| YTD | +4.2% | +32.5% | -28.4% | -1.3% |
| 1Y | -2.3% | +9.5% | -11.8% | -5.0% |
| 3Y | +48.5% | +15.5% | +33.0% | +40.9% |
| 5Y | +72.0% | -71.2% | +143.2% | +74.4% |
| All | +81.6% | -56.8% | +138.4% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling