+86.8%
SCHW vs FERG
+51.9%
+34.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -1.9% | -2.6% | +0.7% | -1.4% |
| 30D | -1.6% | -8.9% | +7.3% | +0.1% |
| 3M | +21.3% | -2.0% | +23.3% | +21.2% |
| 6M | +16.5% | -3.2% | +19.7% | +16.3% |
| YTD | +8.4% | +1.5% | +6.9% | +6.8% |
| 1Y | +15.6% | +0.5% | +15.1% | +13.9% |
| 3Y | +86.8% | +50.4% | +36.4% | +54.2% |
| All | +86.8% | +51.9% | +34.9% | +54.2% |
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 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