+2,032.9%
GOOG vs FERG
+1,315.5%
+717.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | -7.7% | -15.1% | +7.4% | -5.7% |
| 3M | -9.3% | -4.8% | -4.5% | -8.8% |
| 6M | +7.4% | -2.5% | +9.9% | +7.7% |
| YTD | +4.9% | +1.8% | +3.0% | +4.5% |
| 1Y | +37.2% | -0.3% | +37.5% | +36.9% |
| 3Y | +141.6% | +52.9% | +88.7% | +126.9% |
| 5Y | +128.8% | +69.3% | +59.5% | +110.5% |
| 10Y | +772.7% | +352.7% | +420.0% | +666.1% |
| All | +2,032.9% | +1,315.5% | +717.4% | +1,694.2% |
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