+351.3%
FERG vs BAH
+207.9%
+143.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.6% | +4.3% | -6.8% | -3.1% |
| 30D | -8.9% | -2.5% | -6.4% | -8.6% |
| 3M | -2.0% | -0.9% | -1.1% | -2.2% |
| 6M | -3.2% | +1.5% | -4.7% | -3.9% |
| YTD | +1.5% | -8.0% | +9.5% | +1.7% |
| 1Y | +0.5% | -24.7% | +25.2% | +3.4% |
| 3Y | +50.4% | -28.4% | +78.8% | +53.3% |
| 5Y | +68.7% | +2.8% | +65.9% | +63.8% |
| All | +351.3% | +207.9% | +143.4% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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