+14.8%
SPY vs FERG
+3.8%
+11.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +1.1% |
| 7D | -0.7% | +7.7% | -8.4% | -2.2% |
| 30D | -1.0% | +11.5% | -12.5% | -3.3% |
| 3M | -0.3% | -2.4% | +2.0% | +0.1% |
| 6M | +7.3% | -4.0% | +11.3% | +8.3% |
| YTD | +13.3% | +13.4% | 0.0% | +9.6% |
| 1Y | +14.8% | +3.1% | +11.7% | +12.9% |
| All | +14.8% | +3.8% | +11.0% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling