+2,117.9%
BX vs FERG
+1,335.0%
+782.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.0% | +3.4% | -5.3% | -2.7% |
| 30D | -2.3% | -11.5% | +9.2% | +0.4% |
| 3M | +18.5% | +1.3% | +17.2% | +18.1% |
| 6M | +23.7% | -1.0% | +24.7% | +23.8% |
| YTD | -10.4% | +3.2% | -13.6% | -11.0% |
| 1Y | -19.6% | -3.0% | -16.6% | -19.3% |
| 3Y | +30.8% | +55.0% | -24.2% | +19.3% |
| 5Y | +24.3% | +72.6% | -48.3% | +10.5% |
| 10Y | +679.5% | +358.9% | +320.5% | +543.7% |
| All | +2,117.9% | +1,335.0% | +782.9% | +1,646.4% |
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