+54.2%
RSP vs FERG
+54.4%
-0.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -0.4% | +3.4% | -3.8% | -1.3% |
| 30D | -1.5% | -11.5% | +10.0% | +1.6% |
| 3M | +4.8% | +1.3% | +3.5% | +4.0% |
| 6M | +10.3% | -1.0% | +11.2% | +9.8% |
| YTD | +14.1% | +3.2% | +10.8% | +12.2% |
| 1Y | +17.0% | -3.0% | +20.0% | +16.6% |
| 3Y | +54.2% | +55.0% | -0.8% | +30.9% |
| All | +54.2% | +54.4% | -0.2% | +30.9% |
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