+57.4%
INTC vs FERG
+3.8%
+53.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -5.1% |
| 7D | -39.0% | +7.7% | -46.7% | -41.3% |
| 30D | -49.8% | +11.5% | -61.3% | -52.7% |
| 3M | -42.2% | -2.4% | -39.9% | -41.4% |
| 6M | -39.2% | -4.0% | -35.2% | -37.4% |
| YTD | +57.9% | +13.4% | +44.6% | +43.4% |
| 1Y | +57.4% | +3.1% | +54.3% | +51.8% |
| All | +57.4% | +3.8% | +53.6% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling