-79.1%
FIG vs FERG
+3.8%
-83.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.3% | -6.7% | -4.5% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | -14.3% | -10.2% | -4.1% | -13.7% |
| 3M | +7.2% | -0.6% | +7.7% | +7.9% |
| 6M | -18.6% | -6.5% | -12.1% | -17.8% |
| YTD | -35.5% | +4.2% | -39.6% | -36.7% |
| 1Y | -55.8% | -2.3% | -53.5% | -62.5% |
| All | -79.1% | +3.8% | -83.0% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling