+379.1%
V vs FERG
+351.3%
+27.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.2% | -2.6% | +1.3% | -0.8% |
| 30D | +3.1% | -8.9% | +12.0% | +4.6% |
| 3M | +16.3% | -2.0% | +18.4% | +16.5% |
| 6M | +20.4% | -3.2% | +23.6% | +20.4% |
| YTD | +6.3% | +1.5% | +4.8% | +5.4% |
| 1Y | +8.7% | +0.5% | +8.2% | +7.7% |
| 3Y | +53.3% | +50.4% | +2.9% | +40.3% |
| 5Y | +71.1% | +68.7% | +2.4% | +51.7% |
| All | +379.1% | +351.3% | +27.8% | +299.6% |
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