+54.9%
SCHD vs FERG
+51.9%
+3.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.0% | -2.6% | +0.6% | -1.4% |
| 30D | -0.4% | -8.9% | +8.5% | +1.4% |
| 3M | +5.7% | -2.0% | +7.8% | +5.9% |
| 6M | +11.9% | -3.2% | +15.1% | +11.9% |
| YTD | +26.4% | +1.5% | +24.9% | +25.0% |
| 1Y | +27.6% | +0.5% | +27.1% | +25.9% |
| 3Y | +54.9% | +50.4% | +4.5% | +34.9% |
| All | +54.9% | +51.9% | +3.0% | +34.9% |
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