+369.5%
BA vs FERG
+1,348.4%
-979.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.6% | -10.2% | -1.5% | -10.6% |
| 3M | -2.4% | -0.6% | -1.8% | -2.4% |
| 6M | -6.6% | -6.5% | -0.1% | -6.1% |
| YTD | -2.2% | +4.2% | -6.4% | -2.7% |
| 1Y | -8.0% | -2.3% | -5.8% | -8.0% |
| 3Y | -5.0% | +48.5% | -53.5% | -8.6% |
| 5Y | -2.7% | +72.0% | -74.7% | -8.2% |
| 10Y | +75.9% | +369.9% | -294.0% | +71.4% |
| All | +369.5% | +1,348.4% | -979.0% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling