+360.5%
BE vs FERG
+0.8%
+359.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.0% | +5.2% |
| 7D | +20.0% | 0.0% | +20.0% | +20.0% |
| 30D | +7.9% | -10.2% | +18.1% | +18.1% |
| 3M | -13.2% | -0.6% | -12.6% | -14.1% |
| 6M | +53.5% | -6.5% | +60.0% | +61.5% |
| YTD | +191.0% | +4.2% | +186.8% | +174.5% |
| 1Y | +360.5% | -2.3% | +362.8% | +371.7% |
| All | +360.5% | +0.8% | +359.7% | +371.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling