+352.7%
FERG vs BIL
+25.2%
+327.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -15.1% | +0.3% | -15.3% | -15.4% |
| 3M | -4.8% | +0.9% | -5.7% | -5.9% |
| 6M | -2.5% | +1.8% | -4.3% | -4.8% |
| YTD | +1.8% | +2.5% | -0.6% | -1.6% |
| 1Y | -0.3% | +3.7% | -4.0% | -5.4% |
| 3Y | +52.9% | +14.1% | +38.8% | +15.8% |
| 5Y | +69.3% | +19.4% | +49.9% | +15.5% |
| 10Y | +352.7% | +25.2% | +327.5% | +284.1% |
| All | +352.7% | +25.2% | +327.5% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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