-38.4%
U vs FERG
+162.3%
-200.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.6% |
| 30D | -4.1% | -11.8% | +7.7% | +4.7% |
| 3M | +57.8% | -1.2% | +59.0% | +57.3% |
| 6M | +103.5% | -2.3% | +105.8% | +101.9% |
| YTD | -4.8% | +0.8% | -5.5% | -8.0% |
| 1Y | -2.4% | +0.5% | -2.9% | -6.1% |
| 3Y | +11.7% | +51.4% | -39.7% | -26.3% |
| 5Y | -68.9% | +67.5% | -136.4% | -82.7% |
| All | -38.4% | +162.3% | -200.7% | -61.5% |
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