-22.1%
BA vs FERG
+65.9%
-88.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +1.1% | -2.1% | +3.2% | +1.9% |
| 30D | -7.9% | +8.7% | -16.6% | -10.9% |
| 3M | -25.3% | -7.4% | -17.9% | -23.2% |
| 6M | -24.6% | -6.6% | -18.0% | -23.0% |
| YTD | -20.1% | +6.6% | -26.7% | -23.0% |
| 1Y | -11.8% | -3.6% | -8.2% | -11.6% |
| 3Y | -10.1% | +56.4% | -66.5% | -31.2% |
| All | -22.1% | +65.9% | -88.1% | -46.2% |
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