-26.4%
BA vs FERG
+77.6%
-104.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.1% | +9.7% | -10.8% | -4.9% |
| 30D | -7.1% | +15.0% | -22.2% | -12.4% |
| 3M | -25.5% | +3.8% | -29.3% | -27.0% |
| 6M | -28.7% | +10.6% | -39.3% | -32.1% |
| YTD | -21.0% | +17.0% | -38.0% | -26.8% |
| 1Y | -11.9% | +7.1% | -19.0% | -15.5% |
| 3Y | -16.2% | +67.7% | -83.9% | -37.7% |
| All | -26.4% | +77.6% | -104.0% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling