+351.3%
FERG vs BB
+1.6%
+349.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -8.9% | -12.5% | +3.6% | -8.1% |
| 3M | -2.0% | -17.4% | +15.4% | -1.2% |
| 6M | -3.2% | +119.1% | -122.3% | -9.8% |
| YTD | +1.5% | +102.4% | -100.9% | -4.9% |
| 1Y | +0.5% | +98.2% | -97.7% | -5.9% |
| 3Y | +50.4% | +46.9% | +3.5% | +40.1% |
| 5Y | +68.7% | -26.4% | +95.1% | +57.8% |
| All | +351.3% | +1.6% | +349.7% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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