+62.5%
T vs FERG
+424.2%
-361.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +2.5% | +9.7% | -7.2% | +2.0% |
| 30D | -3.8% | +15.0% | -18.8% | -4.6% |
| 3M | -8.7% | +3.8% | -12.5% | -9.0% |
| 6M | -8.1% | +10.6% | -18.7% | -8.8% |
| YTD | -6.4% | +17.0% | -23.4% | -7.6% |
| 1Y | -9.8% | +7.1% | -16.8% | -10.4% |
| 3Y | +65.5% | +67.7% | -2.3% | +57.9% |
| 5Y | +57.0% | +76.4% | -19.5% | +46.9% |
| All | +62.5% | +424.2% | -361.8% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling