+47.6%
ON vs FERG
+3.8%
+43.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -3.4% |
| 7D | -5.8% | +7.7% | -13.5% | -9.8% |
| 30D | -17.1% | +11.5% | -28.6% | -22.2% |
| 3M | -11.8% | -2.4% | -9.4% | -11.0% |
| 6M | -30.2% | -4.0% | -26.2% | -28.5% |
| YTD | +31.6% | +13.4% | +18.2% | +21.5% |
| 1Y | +47.6% | +3.1% | +44.5% | +44.1% |
| All | +47.6% | +3.8% | +43.8% | +44.1% |
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 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