+29.3%
V vs FERG
+3.8%
+25.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.6% |
| 7D | +9.0% | +7.7% | +1.3% | +8.2% |
| 30D | +18.1% | +11.5% | +6.6% | +16.9% |
| 3M | +18.3% | -2.4% | +20.7% | +18.3% |
| 6M | +34.1% | -4.0% | +38.1% | +33.9% |
| YTD | +25.2% | +13.4% | +11.9% | +24.0% |
| 1Y | +29.3% | +3.1% | +26.2% | +29.4% |
| All | +29.3% | +3.8% | +25.5% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling