+78.0%
FERG vs BBAI
-80.9%
+158.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.7% | +8.3% | +0.8% |
| 7D | +9.7% | -14.0% | +23.7% | +10.1% |
| 30D | +15.0% | -12.4% | +27.4% | +15.3% |
| 3M | +3.8% | -42.8% | +46.6% | +4.8% |
| 6M | +10.6% | -54.6% | +65.2% | +12.1% |
| YTD | +17.0% | -64.6% | +81.6% | +18.8% |
| 1Y | +7.1% | -69.9% | +77.0% | +9.0% |
| 3Y | +67.7% | +7.3% | +60.4% | +66.1% |
| All | +78.0% | -80.9% | +158.9% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling