+351.3%
FERG vs BG
+166.7%
+184.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | -2.6% | +3.1% | -5.7% | -2.9% |
| 30D | -8.9% | +10.2% | -19.1% | -10.0% |
| 3M | -2.0% | -1.7% | -0.4% | -2.0% |
| 6M | -3.2% | +1.0% | -4.2% | -3.7% |
| YTD | +1.5% | +39.9% | -38.4% | -2.8% |
| 1Y | +0.5% | +53.2% | -52.7% | -4.9% |
| 3Y | +50.4% | +16.3% | +34.1% | +45.4% |
| 5Y | +68.7% | +83.9% | -15.2% | +57.6% |
| All | +351.3% | +166.7% | +184.6% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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