+72.9%
BAC vs FERG
+72.9%
0.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | +1.2% | +3.4% | -2.2% | 0.0% |
| 30D | -0.7% | -11.5% | +10.8% | +3.4% |
| 3M | +16.9% | +1.3% | +15.7% | +15.6% |
| 6M | +29.6% | -1.0% | +30.6% | +28.8% |
| YTD | +15.3% | +3.2% | +12.0% | +12.5% |
| 1Y | +28.8% | -3.0% | +31.8% | +27.9% |
| 3Y | +136.4% | +55.0% | +81.4% | +86.2% |
| 5Y | +72.9% | +72.6% | +0.3% | +22.0% |
| All | +72.9% | +72.9% | 0.0% | +22.0% |
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