+93.2%
FERG vs BBAI
-71.8%
+165.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -1.0% | -5.4% | +4.4% | -0.9% |
| 30D | -11.8% | -15.3% | +3.5% | -11.6% |
| 3M | -1.2% | -29.9% | +28.6% | -0.7% |
| 6M | -2.3% | -30.7% | +28.4% | -1.9% |
| YTD | +0.8% | -47.8% | +48.6% | +1.6% |
| 1Y | +0.5% | -40.4% | +40.9% | +1.0% |
| 3Y | +51.4% | +66.9% | -15.5% | +48.8% |
| 5Y | +67.5% | -71.4% | +138.9% | +56.2% |
| All | +93.2% | -71.8% | +165.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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