+60.2%
SCHD vs FERG
+67.5%
-7.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.0% | -2.6% | +0.6% | -1.3% |
| 30D | -0.4% | -8.9% | +8.5% | +1.9% |
| 3M | +5.7% | -2.0% | +7.8% | +5.9% |
| 6M | +11.9% | -3.2% | +15.1% | +12.0% |
| YTD | +26.4% | +1.5% | +24.9% | +24.7% |
| 1Y | +27.6% | +0.5% | +27.1% | +25.6% |
| 3Y | +54.9% | +50.4% | +4.5% | +31.5% |
| All | +60.2% | +67.5% | -7.4% | +25.2% |
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