+69.3%
FERG vs BB
-25.5%
+94.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | +0.9% | +1.8% | -0.9% | +0.6% |
| 30D | -15.1% | -12.2% | -2.8% | -13.6% |
| 3M | -4.8% | -12.3% | +7.5% | -4.2% |
| 6M | -2.5% | +122.7% | -125.2% | -16.7% |
| YTD | +1.8% | +104.5% | -102.7% | -11.9% |
| 1Y | -0.3% | +106.7% | -107.0% | -14.4% |
| 3Y | +52.9% | +70.0% | -17.0% | +28.5% |
| 5Y | +69.3% | -27.8% | +97.1% | +57.6% |
| All | +69.3% | -25.5% | +94.8% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling