+424.2%
FERG vs BAX
-35.8%
+460.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +9.7% | +0.1% | +9.7% | +9.8% |
| 30D | +15.0% | +4.1% | +11.0% | +14.2% |
| 3M | +3.8% | -4.5% | +8.3% | +4.4% |
| 6M | +10.6% | +49.2% | -38.6% | +3.6% |
| YTD | +17.0% | +35.2% | -18.3% | +10.5% |
| 1Y | +7.1% | +38.3% | -31.2% | +0.8% |
| 3Y | +67.7% | -19.0% | +86.8% | +68.2% |
| 5Y | +76.4% | -64.2% | +140.6% | +86.2% |
| All | +424.2% | -35.8% | +460.1% | +451.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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