-80.9%
FIG vs FERG
+1.5%
-82.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.2% |
| 7D | -14.5% | +0.9% | -15.4% | -14.5% |
| 30D | -13.3% | -15.1% | +1.7% | -12.5% |
| 3M | +7.4% | -4.8% | +12.3% | +8.2% |
| 6M | -27.8% | -2.5% | -25.3% | -27.8% |
| YTD | -41.1% | +1.8% | -42.9% | -42.2% |
| 1Y | -58.7% | -0.3% | -58.4% | -60.9% |
| All | -80.9% | +1.5% | -82.4% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 3y: compounded portfolio wealth divided by compounded FERG 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…
3y analysis · Full analysis span regression · 6 months rolling