+1,802.9%
TER vs FERG
+348.1%
+1,454.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +9.4% | -1.0% | +10.4% | +9.8% |
| 30D | -2.4% | -11.8% | +9.4% | +2.1% |
| 3M | +6.5% | -1.2% | +7.8% | +6.9% |
| 6M | +23.2% | -2.3% | +25.5% | +24.9% |
| YTD | +91.5% | +0.8% | +90.7% | +92.7% |
| 1Y | +214.8% | +0.5% | +214.3% | +217.8% |
| 3Y | +275.3% | +51.4% | +224.0% | +238.8% |
| 5Y | +211.9% | +67.5% | +144.4% | +170.9% |
| All | +1,802.9% | +348.1% | +1,454.8% | +1,586.2% |
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