+23.4%
BA vs FERG
+421.0%
-397.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.1% |
| 7D | -0.6% | +8.2% | -8.7% | -1.9% |
| 30D | -8.0% | +14.4% | -22.4% | -10.1% |
| 3M | -25.8% | +4.3% | -30.1% | -26.4% |
| 6M | -27.6% | +7.9% | -35.4% | -28.7% |
| YTD | -21.0% | +16.3% | -37.2% | -23.1% |
| 1Y | -12.3% | +2.2% | -14.5% | -13.0% |
| 3Y | -12.8% | +67.3% | -80.1% | -19.6% |
| 5Y | -22.4% | +75.3% | -97.7% | -31.1% |
| All | +23.4% | +421.0% | -397.7% | +15.0% |
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 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