+16.0%
BX vs FERG
+66.7%
-50.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | -8.9% | -1.0% | -7.9% | -8.3% |
| 30D | -14.8% | -11.8% | -3.0% | -7.9% |
| 3M | +6.9% | -1.2% | +8.2% | +7.1% |
| 6M | +16.3% | -2.3% | +18.6% | +16.5% |
| YTD | -16.1% | +0.8% | -16.9% | -17.6% |
| 1Y | -26.8% | +0.5% | -27.3% | -29.0% |
| 3Y | +22.4% | +51.4% | -28.9% | -17.8% |
| 5Y | +16.0% | +67.5% | -51.5% | -34.1% |
| All | +16.0% | +66.7% | -50.7% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling