+494.0%
TEAM vs FERG
+348.1%
+145.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -7.8% | -1.0% | -6.7% | -7.5% |
| 30D | +16.5% | -11.8% | +28.4% | +20.2% |
| 3M | +96.2% | -1.2% | +97.4% | +96.4% |
| 6M | +130.2% | -2.3% | +132.5% | +129.1% |
| YTD | +10.7% | +0.8% | +10.0% | +8.8% |
| 1Y | +3.0% | +0.5% | +2.5% | +0.9% |
| 3Y | -13.1% | +51.4% | -64.5% | -23.9% |
| 5Y | -52.7% | +67.5% | -120.2% | -60.4% |
| All | +494.0% | +348.1% | +145.9% | +358.0% |
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