+64.8%
RSP vs FERG
+68.1%
-3.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.8% | +0.1% |
| 7D | +1.8% | +8.2% | -6.4% | -0.5% |
| 30D | +3.5% | +14.4% | -10.9% | -0.3% |
| 3M | +0.2% | +4.3% | -4.1% | -1.2% |
| 6M | +9.1% | +7.9% | +1.3% | +6.3% |
| YTD | +16.6% | +16.3% | +0.3% | +10.8% |
| 1Y | +17.9% | +2.2% | +15.7% | +16.0% |
| All | +64.8% | +68.1% | -3.3% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling