+173.2%
BKR vs FERG
+1,301.2%
-1,128.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.6% |
| 7D | -6.7% | -1.0% | -5.7% | -6.6% |
| 30D | -8.3% | -11.8% | +3.5% | -7.1% |
| 3M | -5.4% | -1.2% | -4.2% | -5.4% |
| 6M | +0.8% | -2.3% | +3.1% | +0.9% |
| YTD | +31.8% | +0.8% | +31.1% | +31.6% |
| 1Y | +28.6% | +0.5% | +28.1% | +28.2% |
| 3Y | +71.2% | +51.4% | +19.9% | +64.8% |
| 5Y | +179.2% | +67.5% | +111.7% | +165.1% |
| 10Y | +124.0% | +348.1% | -224.2% | +109.8% |
| All | +173.2% | +1,301.2% | -1,128.0% | +158.0% |
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