+27.7%
BKR vs FERG
+1.0%
+26.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -7.0% | -2.6% | -4.4% | -6.4% |
| 30D | -8.1% | -8.9% | +0.8% | -6.0% |
| 3M | -6.6% | -2.0% | -4.6% | -6.5% |
| 6M | +0.9% | -3.2% | +4.1% | +1.1% |
| YTD | +31.1% | +1.5% | +29.6% | +30.8% |
| 1Y | +27.7% | +0.5% | +27.2% | +26.8% |
| All | +27.7% | +1.0% | +26.7% | +26.8% |
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