-10.6%
BA vs FERG
+6.5%
-17.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -1.4% | +6.4% | -7.8% | -3.4% |
| 30D | -7.9% | +19.9% | -27.8% | -13.7% |
| 3M | -25.2% | +5.6% | -30.7% | -26.4% |
| 6M | -26.7% | +9.2% | -36.0% | -29.2% |
| YTD | -19.6% | +20.6% | -40.2% | -26.4% |
| 1Y | -10.6% | +5.7% | -16.3% | -14.1% |
| All | -10.6% | +6.5% | -17.1% | -14.1% |
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