-68.3%
U vs FERG
+70.2%
-138.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | +4.4% | +0.9% | +3.5% | +3.6% |
| 30D | -1.3% | -15.1% | +13.8% | +11.6% |
| 3M | +49.6% | -4.8% | +54.4% | +53.6% |
| 6M | +100.2% | -2.5% | +102.6% | +98.4% |
| YTD | -3.7% | +1.8% | -5.5% | -8.3% |
| 1Y | -6.5% | -0.3% | -6.2% | -10.1% |
| 3Y | +12.9% | +52.9% | -40.0% | -32.3% |
| 5Y | -68.3% | +69.3% | -137.6% | -85.7% |
| All | -68.3% | +70.2% | -138.4% | -85.7% |
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