+668.0%
BE vs FERG
+285.7%
+382.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.3% |
| 7D | +10.8% | +9.7% | +1.1% | +5.5% |
| 30D | -19.8% | +15.0% | -34.8% | -25.5% |
| 3M | -18.7% | +3.8% | -22.5% | -20.3% |
| 6M | -33.7% | +10.6% | -44.4% | -37.3% |
| YTD | +121.0% | +17.0% | +104.0% | +104.2% |
| 1Y | +85.4% | +7.1% | +78.3% | +79.3% |
| 3Y | +1,709.5% | +67.7% | +1,641.8% | +1,280.0% |
| 5Y | +462.2% | +76.4% | +385.8% | +306.0% |
| All | +668.0% | +285.7% | +382.2% | +316.4% |
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