+308.4%
BAC vs FERG
+1,516.3%
-1,207.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | +1.5% | +8.2% | -6.7% | +0.4% |
| 30D | -6.4% | +14.4% | -20.8% | -8.0% |
| 3M | -21.7% | +4.3% | -26.0% | -22.2% |
| 6M | +0.5% | +7.9% | -7.4% | -0.8% |
| YTD | -6.7% | +16.3% | -22.9% | -8.8% |
| 1Y | -4.7% | +2.2% | -6.9% | -5.4% |
| 3Y | +96.1% | +67.3% | +28.8% | +82.9% |
| 5Y | +21.7% | +75.3% | -53.6% | +11.5% |
| 10Y | +232.0% | +421.0% | -189.0% | +189.8% |
| All | +308.4% | +1,516.3% | -1,207.9% | +268.2% |
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 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