+661.1%
BX vs FERG
+351.3%
+309.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -5.6% | -2.6% | -3.0% | -4.8% |
| 30D | -12.2% | -8.9% | -3.3% | -9.6% |
| 3M | +7.4% | -2.0% | +9.4% | +7.9% |
| 6M | +22.2% | -3.2% | +25.4% | +23.1% |
| YTD | -14.0% | +1.5% | -15.5% | -14.5% |
| 1Y | -27.3% | +0.5% | -27.8% | -27.8% |
| 3Y | +24.5% | +50.4% | -25.9% | +9.6% |
| 5Y | +18.9% | +68.7% | -49.8% | -0.1% |
| All | +661.1% | +351.3% | +309.7% | +439.6% |
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