+421.0%
FERG vs Z
-19.3%
+440.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -3.4% |
| 7D | +8.2% | -4.9% | +13.1% | +8.7% |
| 30D | +14.4% | +3.0% | +11.4% | +13.9% |
| 3M | +4.3% | -13.4% | +17.8% | +5.5% |
| 6M | +7.9% | -27.3% | +35.2% | +10.6% |
| YTD | +16.3% | -57.8% | +74.0% | +24.8% |
| 1Y | +2.2% | -60.0% | +62.3% | +10.2% |
| 3Y | +67.3% | -21.5% | +88.8% | +70.0% |
| 5Y | +75.3% | -55.0% | +130.3% | +78.7% |
| All | +421.0% | -19.3% | +440.3% | +437.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling