+72.3%
BA vs FERG
+358.9%
-286.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | +3.4% | -0.9% | +1.9% |
| 30D | -10.1% | -11.5% | +1.4% | -8.4% |
| 3M | -2.4% | +1.3% | -3.7% | -2.7% |
| 6M | -8.8% | -1.0% | -7.9% | -8.7% |
| YTD | -2.9% | +3.2% | -6.2% | -3.5% |
| 1Y | -8.8% | -3.0% | -5.8% | -8.6% |
| 3Y | -0.3% | +55.0% | -55.3% | -6.5% |
| 5Y | -0.3% | +72.6% | -73.0% | -9.0% |
| 10Y | +72.3% | +358.9% | -286.6% | +65.7% |
| All | +72.3% | +358.9% | -286.6% | +65.7% |
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 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