-73.3%
U vs FERG
+77.6%
-150.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.8% |
| 7D | +2.6% | +9.7% | -7.2% | -4.9% |
| 30D | +27.6% | +15.0% | +12.5% | +13.0% |
| 3M | +15.3% | +3.8% | +11.6% | +10.2% |
| 6M | +96.4% | +10.6% | +85.8% | +76.0% |
| YTD | +19.6% | +17.0% | +2.6% | +0.7% |
| 1Y | +42.1% | +7.1% | +35.0% | +28.0% |
| 3Y | +87.5% | +67.7% | +19.8% | +5.6% |
| All | -73.3% | +77.6% | -150.9% | -89.0% |
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