+152.5%
JPM vs FERG
+67.5%
+85.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | -0.7% | -2.6% | +1.9% | +0.1% |
| 30D | -2.5% | -8.9% | +6.4% | +0.4% |
| 3M | +14.1% | -2.0% | +16.2% | +14.2% |
| 6M | +25.1% | -3.2% | +28.3% | +25.3% |
| YTD | +12.1% | +1.5% | +10.6% | +10.4% |
| 1Y | +18.8% | +0.5% | +18.3% | +16.9% |
| 3Y | +163.4% | +50.4% | +113.0% | +115.4% |
| All | +152.5% | +67.5% | +85.0% | +89.8% |
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 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