+1,516.3%
FERG vs BB
-86.4%
+1,602.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.7% | -3.5% |
| 7D | +8.2% | +9.0% | -0.8% | +7.7% |
| 30D | +14.4% | +7.7% | +6.7% | +13.8% |
| 3M | +4.3% | +4.0% | +0.4% | +3.9% |
| 6M | +7.9% | +46.6% | -38.8% | +4.8% |
| YTD | +16.3% | +140.6% | -124.4% | +9.6% |
| 1Y | +2.2% | +103.1% | -100.9% | -2.8% |
| 3Y | +67.3% | +150.5% | -83.3% | +55.0% |
| 5Y | +75.3% | -15.4% | +90.7% | +66.1% |
| 10Y | +421.0% | +25.4% | +395.6% | +380.7% |
| All | +1,516.3% | -86.4% | +1,602.7% | +1,393.4% |
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