+71.2%
BKR vs FERG
+51.9%
+19.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -7.0% | -2.6% | -4.4% | -6.2% |
| 30D | -8.1% | -8.9% | +0.8% | -5.4% |
| 3M | -6.6% | -2.0% | -4.6% | -6.4% |
| 6M | +0.9% | -3.2% | +4.1% | +1.0% |
| YTD | +31.1% | +1.5% | +29.6% | +29.3% |
| 1Y | +27.7% | +0.5% | +27.2% | +25.6% |
| 3Y | +71.2% | +50.4% | +20.8% | +39.8% |
| All | +71.2% | +51.9% | +19.3% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling