+1,000.1%
FERG vs BAH
+886.2%
+113.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.3% |
| 30D | -10.2% | +2.0% | -12.2% | -10.4% |
| 3M | -0.6% | -7.6% | +7.1% | 0.0% |
| 6M | -6.5% | -5.7% | -0.9% | -6.4% |
| YTD | +4.2% | -11.7% | +15.9% | +4.8% |
| 1Y | -2.3% | -27.4% | +25.1% | +0.1% |
| 3Y | +48.5% | -32.5% | +81.0% | +51.9% |
| 5Y | +72.0% | -3.3% | +75.4% | +70.6% |
| 10Y | +369.9% | +186.0% | +183.9% | +343.2% |
| All | +1,000.1% | +886.2% | +113.8% | +941.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling