+625.2%
TEAM vs FERG
+430.2%
+195.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.8% |
| 7D | -16.9% | +8.2% | -25.1% | -18.6% |
| 30D | -26.8% | +14.4% | -41.2% | -29.3% |
| 3M | -1.9% | +4.3% | -6.2% | -3.3% |
| 6M | +79.2% | +7.9% | +71.3% | +74.7% |
| YTD | -6.1% | +16.3% | -22.3% | -11.1% |
| 1Y | -2.1% | +2.2% | -4.3% | -4.2% |
| 3Y | -13.6% | +67.3% | -80.9% | -26.0% |
| 5Y | -65.8% | +75.3% | -141.1% | -72.0% |
| 10Y | +454.0% | +421.0% | +33.0% | +324.9% |
| All | +625.2% | +430.2% | +195.0% | +443.6% |
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