+71.6%
FERG vs Z
-65.5%
+137.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +0.2% |
| 7D | +3.4% | -3.3% | +6.6% | +3.9% |
| 30D | -11.5% | -3.7% | -7.8% | -11.1% |
| 3M | +1.3% | -7.0% | +8.3% | +2.1% |
| 6M | -1.0% | -29.5% | +28.5% | +4.8% |
| YTD | +3.2% | -52.6% | +55.8% | +16.7% |
| 1Y | -3.0% | -64.0% | +61.0% | +15.1% |
| 3Y | +55.0% | -36.4% | +91.5% | +61.5% |
| All | +71.6% | -65.5% | +137.2% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling