+2,367.5%
TER vs FERG
+1,526.4%
+841.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +14.4% | +9.7% | +4.6% | +11.8% |
| 30D | -30.6% | +15.0% | -45.6% | -33.0% |
| 3M | -39.2% | +3.8% | -42.9% | -39.7% |
| 6M | -31.3% | +10.6% | -41.9% | -33.0% |
| YTD | +29.1% | +17.0% | +12.1% | +25.0% |
| 1Y | +47.4% | +7.1% | +40.3% | +45.6% |
| 3Y | +191.2% | +67.7% | +123.5% | +164.2% |
| 5Y | +74.0% | +76.4% | -2.4% | +53.9% |
| 10Y | +1,005.1% | +424.2% | +580.8% | +829.6% |
| All | +2,367.5% | +1,526.4% | +841.2% | +1,855.4% |
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