+69.3%
FERG vs BAX
-67.6%
+136.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | +0.9% | -5.1% | +6.0% | +2.1% |
| 30D | -15.1% | -12.2% | -2.9% | -12.5% |
| 3M | -4.8% | +21.8% | -26.7% | -9.3% |
| 6M | -2.5% | +36.3% | -38.8% | -9.6% |
| YTD | +1.8% | +27.8% | -26.0% | -5.0% |
| 1Y | -0.3% | -0.1% | -0.3% | -2.1% |
| 3Y | +52.9% | -33.3% | +86.2% | +60.3% |
| 5Y | +69.3% | -67.1% | +136.4% | +99.4% |
| All | +69.3% | -67.6% | +136.9% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling