+209.9%
BKNG vs FERG
+348.1%
-138.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -10.7% | -1.0% | -9.6% | -10.5% |
| 30D | -18.1% | -11.8% | -6.3% | -15.8% |
| 3M | +8.5% | -1.2% | +9.8% | +8.5% |
| 6M | -0.1% | -2.3% | +2.2% | 0.0% |
| YTD | -18.2% | +0.8% | -19.0% | -18.8% |
| 1Y | -19.9% | +0.5% | -20.3% | -20.6% |
| 3Y | +41.6% | +51.4% | -9.8% | +26.7% |
| 5Y | +93.1% | +67.5% | +25.6% | +66.7% |
| All | +209.9% | +348.1% | -138.2% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling