+2,664.3%
TSLA vs FERG
+351.3%
+2,313.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.2% | -2.6% | +5.8% | +4.0% |
| 30D | +11.6% | -8.9% | +20.5% | +14.6% |
| 3M | -8.4% | -2.0% | -6.4% | -8.1% |
| 6M | -10.4% | -3.2% | -7.2% | -9.9% |
| YTD | -18.7% | +1.5% | -20.2% | -19.5% |
| 1Y | -0.9% | +0.5% | -1.4% | -1.9% |
| 3Y | +33.6% | +50.4% | -16.8% | +18.5% |
| 5Y | +48.9% | +68.7% | -19.8% | +26.8% |
| All | +2,664.3% | +351.3% | +2,313.0% | +2,291.3% |
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