+15.1%
TEAM vs FERG
+3.8%
+11.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.3% |
| 7D | -13.7% | +7.7% | -21.4% | -12.9% |
| 30D | -3.4% | +11.5% | -14.9% | -2.3% |
| 3M | +72.1% | -2.4% | +74.5% | +72.4% |
| 6M | +103.8% | -4.0% | +107.8% | +102.9% |
| YTD | +17.1% | +13.4% | +3.8% | +18.6% |
| 1Y | +15.1% | +3.1% | +12.0% | +18.5% |
| All | +15.1% | +3.8% | +11.3% | +18.5% |
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 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