+32.9%
TSLA vs FERG
+50.8%
-17.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | -3.4% | -1.0% | -2.4% | -3.0% |
| 30D | +9.2% | -11.8% | +21.1% | +16.2% |
| 3M | -4.7% | -1.2% | -3.5% | -4.7% |
| 6M | -8.9% | -2.3% | -6.6% | -9.0% |
| YTD | -19.2% | +0.8% | -19.9% | -20.8% |
| 1Y | +4.5% | +0.5% | +4.1% | +1.5% |
| All | +32.9% | +50.8% | -17.9% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling