+138.3%
GOOGL vs FERG
+66.7%
+71.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -3.2% | -11.8% | +8.6% | +0.7% |
| 3M | -6.6% | -1.2% | -5.4% | -6.4% |
| 6M | +8.5% | -2.3% | +10.8% | +8.9% |
| YTD | +6.5% | +0.8% | +5.7% | +5.5% |
| 1Y | +39.4% | +0.5% | +38.9% | +37.6% |
| 3Y | +146.2% | +51.4% | +94.8% | +94.1% |
| 5Y | +138.3% | +67.5% | +70.8% | +69.1% |
| All | +138.3% | +66.7% | +71.6% | +69.1% |
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