+84.6%
FERG vs Z
-56.4%
+141.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.9% |
| 7D | +7.2% | -6.5% | +13.7% | +8.6% |
| 30D | +17.9% | -0.1% | +18.0% | +17.5% |
| 3M | -1.3% | -14.1% | +12.9% | +0.9% |
| 6M | +8.3% | -30.1% | +38.4% | +14.9% |
| YTD | +18.3% | -57.5% | +75.8% | +37.5% |
| 1Y | +4.7% | -60.3% | +65.0% | +23.2% |
| 3Y | +70.3% | -21.0% | +91.3% | +69.4% |
| 5Y | +84.6% | -54.9% | +139.5% | +83.6% |
| All | +84.6% | -56.4% | +141.1% | +83.6% |
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