-53.1%
TEAM vs FERG
+70.2%
-123.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -4.7% | +0.9% | -5.6% | -5.1% |
| 30D | +17.0% | -15.1% | +32.1% | +26.7% |
| 3M | +85.9% | -4.8% | +90.7% | +89.5% |
| 6M | +116.7% | -2.5% | +119.1% | +113.8% |
| YTD | +9.6% | +1.8% | +7.8% | +4.3% |
| 1Y | -2.5% | -0.3% | -2.2% | -7.2% |
| 3Y | -14.0% | +52.9% | -66.9% | -42.3% |
| 5Y | -53.1% | +69.3% | -122.4% | -72.9% |
| All | -53.1% | +70.2% | -123.2% | -72.9% |
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