-16.2%
BA vs FERG
+69.1%
-85.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.1% | +9.7% | -10.8% | -4.1% |
| 30D | -7.1% | +15.0% | -22.2% | -11.3% |
| 3M | -25.5% | +3.8% | -29.3% | -26.6% |
| 6M | -28.7% | +10.6% | -39.3% | -31.3% |
| YTD | -21.0% | +17.0% | -38.0% | -25.4% |
| 1Y | -11.9% | +7.1% | -19.0% | -14.7% |
| 3Y | -16.2% | +67.7% | -83.9% | -29.1% |
| All | -16.2% | +69.1% | -85.3% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling