+81.7%
SPY vs FERG
+70.2%
+11.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -1.4% | -15.1% | +13.7% | +3.7% |
| 3M | +3.7% | -4.8% | +8.5% | +4.9% |
| 6M | +13.0% | -2.5% | +15.5% | +13.0% |
| YTD | +12.4% | +1.8% | +10.6% | +10.6% |
| 1Y | +18.5% | -0.3% | +18.9% | +16.8% |
| 3Y | +77.6% | +52.9% | +24.7% | +43.8% |
| 5Y | +81.7% | +69.3% | +12.4% | +33.4% |
| All | +81.7% | +70.2% | +11.5% | +33.4% |
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