+351.3%
FERG vs SCHG
+459.0%
-107.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -2.6% | -1.0% | -1.5% | -2.1% |
| 30D | -8.9% | -1.3% | -7.6% | -8.4% |
| 3M | -2.0% | +5.4% | -7.5% | -4.2% |
| 6M | -3.2% | +14.4% | -17.6% | -8.6% |
| YTD | +1.5% | +8.0% | -6.5% | -1.8% |
| 1Y | +0.5% | +12.7% | -12.2% | -4.5% |
| 3Y | +50.4% | +85.6% | -35.2% | +18.4% |
| 5Y | +68.7% | +85.5% | -16.8% | +28.2% |
| All | +351.3% | +459.0% | -107.7% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling