+49.6%
ON vs FERG
+66.7%
-17.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | -4.7% | -1.0% | -3.7% | -4.0% |
| 30D | -13.5% | -11.8% | -1.7% | -4.9% |
| 3M | -36.3% | -1.2% | -35.1% | -36.3% |
| 6M | +17.8% | -2.3% | +20.1% | +18.3% |
| YTD | +29.6% | +0.8% | +28.8% | +26.5% |
| 1Y | +45.8% | +0.5% | +45.3% | +41.2% |
| 3Y | -28.3% | +51.4% | -79.7% | -52.6% |
| 5Y | +49.6% | +67.5% | -17.8% | -14.3% |
| All | +49.6% | +66.7% | -17.1% | -14.3% |
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 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