+43.2%
TER vs FERG
+3.8%
+39.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.5% | -9.0% |
| 7D | -19.9% | +7.7% | -27.6% | -25.0% |
| 30D | -43.5% | +11.5% | -55.0% | -48.9% |
| 3M | -37.8% | -2.4% | -35.4% | -37.1% |
| 6M | -25.6% | -4.0% | -21.6% | -22.7% |
| YTD | +29.8% | +13.4% | +16.5% | +18.2% |
| 1Y | +43.2% | +3.1% | +40.1% | +38.9% |
| All | +43.2% | +3.8% | +39.4% | +38.9% |
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 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