+57.8%
T vs FERG
+77.6%
-19.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.5% | +9.7% | -7.2% | +1.7% |
| 30D | -3.8% | +15.0% | -18.8% | -5.0% |
| 3M | -8.7% | +3.8% | -12.5% | -9.1% |
| 6M | -8.1% | +10.6% | -18.7% | -9.1% |
| YTD | -6.4% | +17.0% | -23.4% | -8.3% |
| 1Y | -9.8% | +7.1% | -16.8% | -10.7% |
| 3Y | +65.5% | +67.7% | -2.3% | +50.4% |
| All | +57.8% | +77.6% | -19.7% | +34.5% |
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