+551.1%
SCHD vs FERG
+1,012.1%
-461.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -0.8% | -11.8% | +11.0% | +0.5% |
| 3M | +6.2% | -1.2% | +7.4% | +6.2% |
| 6M | +11.8% | -2.3% | +14.1% | +11.8% |
| YTD | +26.0% | +0.8% | +25.2% | +25.5% |
| 1Y | +28.1% | +0.5% | +27.7% | +27.5% |
| 3Y | +54.6% | +51.4% | +3.2% | +46.9% |
| 5Y | +60.3% | +67.5% | -7.2% | +49.8% |
| 10Y | +242.1% | +348.1% | -106.0% | +205.4% |
| All | +551.1% | +1,012.1% | -461.0% | +465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling