+351.3%
FERG vs BBY
+252.7%
+98.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -8.9% | +9.4% | -18.3% | -10.2% |
| 3M | -2.0% | +19.3% | -21.4% | -4.8% |
| 6M | -3.2% | +47.9% | -51.1% | -9.4% |
| YTD | +1.5% | +39.6% | -38.1% | -4.3% |
| 1Y | +0.5% | +22.2% | -21.7% | -3.4% |
| 3Y | +50.4% | +45.0% | +5.4% | +39.9% |
| 5Y | +68.7% | +2.6% | +66.1% | +58.3% |
| All | +351.3% | +252.7% | +98.6% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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