+2,088.1%
GOOGL vs FERG
+1,348.4%
+739.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.4% |
| 7D | -2.3% | 0.0% | -2.2% | -2.3% |
| 30D | -6.6% | -10.2% | +3.6% | -5.3% |
| 3M | -8.9% | -0.6% | -8.4% | -8.9% |
| 6M | +11.9% | -6.5% | +18.4% | +12.7% |
| YTD | +8.3% | +4.2% | +4.2% | +7.7% |
| 1Y | +46.2% | -2.3% | +48.5% | +46.2% |
| 3Y | +151.9% | +48.5% | +103.4% | +137.3% |
| 5Y | +137.7% | +72.0% | +65.7% | +118.4% |
| 10Y | +757.6% | +369.9% | +387.7% | +652.5% |
| All | +2,088.1% | +1,348.4% | +739.7% | +1,741.3% |
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