-2.3%
FERG vs Z
-58.8%
+56.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.6% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -10.2% | -4.2% | -6.0% | -9.8% |
| 3M | -0.6% | -3.7% | +3.1% | -0.1% |
| 6M | -6.5% | -24.5% | +18.0% | -3.1% |
| YTD | +4.2% | -49.3% | +53.5% | +12.5% |
| 1Y | -2.3% | -58.7% | +56.4% | +7.7% |
| All | -2.3% | -58.8% | +56.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling