+1,348.4%
FERG vs BAX
+11.8%
+1,336.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -10.2% | -5.5% | -4.7% | -9.5% |
| 3M | -0.6% | +33.5% | -34.1% | -4.3% |
| 6M | -6.5% | +35.9% | -42.4% | -10.4% |
| YTD | +4.2% | +35.4% | -31.2% | -0.4% |
| 1Y | -2.3% | +9.8% | -12.0% | -4.5% |
| 3Y | +48.5% | -32.7% | +81.2% | +50.7% |
| 5Y | +72.0% | -65.6% | +137.6% | +80.0% |
| 10Y | +369.9% | -34.9% | +404.8% | +381.8% |
| All | +1,348.4% | +11.8% | +1,336.6% | +1,362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling