+49.9%
TSLA vs FERG
+68.4%
-18.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +3.0% | +0.9% | +2.1% | +2.4% |
| 30D | +11.2% | -15.1% | +26.2% | +21.5% |
| 3M | -7.3% | -4.8% | -2.4% | -5.2% |
| 6M | -7.7% | -2.5% | -5.3% | -7.7% |
| YTD | -18.2% | +1.8% | -20.0% | -20.5% |
| 1Y | +6.0% | -0.3% | +6.3% | +3.1% |
| 3Y | +48.0% | +52.9% | -4.9% | +4.9% |
| All | +49.9% | +68.4% | -18.5% | -1.4% |
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 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