-12.3%
BA vs FERG
+1.3%
-13.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.5% |
| 7D | -0.6% | +8.2% | -8.7% | -3.4% |
| 30D | -8.0% | +14.4% | -22.4% | -12.4% |
| 3M | -25.8% | +4.3% | -30.1% | -26.9% |
| 6M | -27.6% | +7.9% | -35.4% | -29.8% |
| YTD | -21.0% | +16.3% | -37.2% | -26.8% |
| 1Y | -12.3% | +2.2% | -14.5% | -14.9% |
| All | -12.3% | +1.3% | -13.6% | -14.9% |
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