+1,348.4%
FERG vs BB
-88.5%
+1,436.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | -5.6% | +5.6% | +0.3% |
| 30D | -10.2% | -11.8% | +1.6% | -9.6% |
| 3M | -0.6% | -25.5% | +25.0% | +0.6% |
| 6M | -6.5% | +121.3% | -127.8% | -11.3% |
| YTD | +4.2% | +103.2% | -99.0% | -0.7% |
| 1Y | -2.3% | +102.6% | -104.9% | -6.9% |
| 3Y | +48.5% | +37.5% | +11.0% | +41.4% |
| 5Y | +72.0% | -30.4% | +102.5% | +64.7% |
| 10Y | +369.9% | 0.0% | +369.9% | +338.8% |
| All | +1,348.4% | -88.5% | +1,436.9% | +1,253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling