-83.6%
FIG vs FERG
+15.9%
-99.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.3% |
| 7D | +2.6% | +8.2% | -5.6% | +1.4% |
| 30D | -13.1% | +14.4% | -27.4% | -13.9% |
| 3M | -20.3% | +4.3% | -24.7% | -20.7% |
| 6M | -2.1% | +7.9% | -10.0% | -1.8% |
| YTD | -49.4% | +16.3% | -65.6% | -50.8% |
| 1Y | -57.0% | +2.2% | -59.2% | -57.3% |
| All | -83.6% | +15.9% | -99.5% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling