+11.9%
U vs FERG
+52.4%
-40.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +4.4% | +0.9% | +3.5% | +3.8% |
| 30D | -1.3% | -15.1% | +13.8% | +8.3% |
| 3M | +49.6% | -4.8% | +54.4% | +52.7% |
| 6M | +100.2% | -2.5% | +102.6% | +98.9% |
| YTD | -3.7% | +1.8% | -5.5% | -7.1% |
| 1Y | -6.5% | -0.3% | -6.2% | -8.6% |
| All | +11.9% | +52.4% | -40.5% | -16.1% |
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 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