-34.9%
TLT vs FERG
+70.2%
-105.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | 0.0% | -15.1% | +15.0% | +0.9% |
| 3M | -2.9% | -4.8% | +2.0% | -2.7% |
| 6M | -6.3% | -2.5% | -3.8% | -6.3% |
| YTD | -3.3% | +1.8% | -5.2% | -3.6% |
| 1Y | -4.2% | -0.3% | -3.9% | -4.5% |
| 3Y | -1.7% | +52.9% | -54.6% | -4.8% |
| 5Y | -34.9% | +69.3% | -104.2% | -38.1% |
| All | -34.9% | +70.2% | -105.0% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling