+48.4%
RSP vs FERG
+77.3%
-28.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.8% | +0.3% |
| 7D | +1.8% | +8.2% | -6.4% | -0.9% |
| 30D | +3.5% | +14.4% | -10.9% | -1.1% |
| 3M | +0.2% | +4.3% | -4.1% | -1.5% |
| 6M | +9.1% | +7.9% | +1.3% | +5.7% |
| YTD | +16.6% | +16.3% | +0.3% | +9.7% |
| 1Y | +17.9% | +2.2% | +15.7% | +15.5% |
| 3Y | +64.6% | +67.3% | -2.7% | +30.2% |
| 5Y | +48.4% | +75.3% | -26.9% | +7.9% |
| All | +48.4% | +77.3% | -28.9% | +7.9% |
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 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