+406.9%
BAC vs FERG
+1,348.4%
-941.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -10.2% | +9.8% | +0.9% |
| 3M | +16.9% | -0.6% | +17.5% | +16.8% |
| 6M | +26.6% | -6.5% | +33.1% | +27.4% |
| YTD | +15.8% | +4.2% | +11.6% | +14.9% |
| 1Y | +27.2% | -2.3% | +29.4% | +27.0% |
| 3Y | +132.4% | +48.5% | +83.9% | +120.2% |
| 5Y | +72.6% | +72.0% | +0.6% | +60.0% |
| 10Y | +389.7% | +369.9% | +19.8% | +333.3% |
| All | +406.9% | +1,348.4% | -941.6% | +363.7% |
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