+802.8%
TEAM vs FERG
+375.1%
+427.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +67.3% | -10.2% | +77.5% | +71.7% |
| 3M | +86.8% | -0.6% | +87.4% | +86.6% |
| 6M | +146.8% | -6.5% | +153.3% | +148.5% |
| YTD | +16.9% | +4.2% | +12.7% | +14.0% |
| 1Y | +12.8% | -2.3% | +15.1% | +11.5% |
| 3Y | -7.3% | +48.5% | -55.8% | -18.1% |
| 5Y | -50.7% | +72.0% | -122.7% | -58.6% |
| 10Y | +529.8% | +369.9% | +159.9% | +397.8% |
| All | +802.8% | +375.1% | +427.6% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling