+203.4%
RSP vs FERG
+348.1%
-144.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -3.4% | -11.8% | +8.4% | -1.2% |
| 3M | +3.6% | -1.2% | +4.8% | +3.7% |
| 6M | +9.0% | -2.3% | +11.3% | +9.0% |
| YTD | +12.2% | +0.8% | +11.4% | +11.6% |
| 1Y | +15.6% | +0.5% | +15.1% | +14.7% |
| 3Y | +51.6% | +51.4% | +0.3% | +39.5% |
| 5Y | +50.4% | +67.5% | -17.1% | +34.4% |
| All | +203.4% | +348.1% | -144.7% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling