+67.7%
FERG vs BG
+81.8%
-14.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | -2.6% | +3.1% | -5.7% | -3.2% |
| 30D | -8.9% | +10.2% | -19.1% | -10.9% |
| 3M | -2.0% | -1.7% | -0.4% | -2.0% |
| 6M | -3.2% | +1.0% | -4.2% | -4.1% |
| YTD | +1.5% | +39.9% | -38.4% | -6.9% |
| 1Y | +0.5% | +53.2% | -52.7% | -9.9% |
| 3Y | +50.4% | +16.3% | +34.1% | +42.0% |
| All | +67.7% | +81.8% | -14.1% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling