+1,315.5%
FERG vs BG
+186.3%
+1,129.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -15.1% | +10.3% | -25.4% | -15.9% |
| 3M | -4.8% | -1.9% | -2.9% | -4.8% |
| 6M | -2.5% | +5.2% | -7.7% | -3.2% |
| YTD | +1.8% | +41.2% | -39.3% | -1.6% |
| 1Y | -0.3% | +50.5% | -50.8% | -4.3% |
| 3Y | +52.9% | +19.9% | +33.0% | +48.6% |
| 5Y | +69.3% | +86.7% | -17.4% | +60.2% |
| 10Y | +352.7% | +167.5% | +185.2% | +322.0% |
| All | +1,315.5% | +186.3% | +1,129.2% | +1,234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling