+309.8%
BAC vs FERG
+1,545.2%
-1,235.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.1% | +7.2% | -5.2% | +1.1% |
| 30D | -6.7% | +17.9% | -24.6% | -8.7% |
| 3M | -20.2% | -1.3% | -19.0% | -20.2% |
| 6M | -0.2% | +8.3% | -8.5% | -1.5% |
| YTD | -6.4% | +18.3% | -24.7% | -8.7% |
| 1Y | -3.1% | +4.7% | -7.8% | -4.1% |
| 3Y | +96.7% | +70.3% | +26.5% | +83.1% |
| 5Y | +21.3% | +84.6% | -63.4% | +10.8% |
| 10Y | +237.7% | +430.3% | -192.6% | +194.1% |
| All | +309.8% | +1,545.2% | -1,235.4% | +268.6% |
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