+1,131.8%
JPM vs FERG
+1,335.0%
-203.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -0.4% | +3.4% | -3.8% | -0.8% |
| 30D | -1.1% | -11.5% | +10.4% | +0.2% |
| 3M | +14.1% | +1.3% | +12.9% | +13.8% |
| 6M | +23.3% | -1.0% | +24.3% | +23.2% |
| YTD | +11.3% | +3.2% | +8.1% | +10.6% |
| 1Y | +23.0% | -3.0% | +26.0% | +23.0% |
| 3Y | +162.6% | +55.0% | +107.5% | +149.2% |
| 5Y | +152.8% | +72.6% | +80.1% | +136.0% |
| 10Y | +583.6% | +358.9% | +224.7% | +508.4% |
| All | +1,131.8% | +1,335.0% | -203.2% | +997.1% |
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 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