+1,577.3%
FERG vs BIL
+25.3%
+1,552.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | +19.9% | 0.0% | +19.9% | +19.8% |
| 3M | +5.6% | +0.6% | +5.0% | +3.8% |
| 6M | +9.2% | +1.5% | +7.7% | +5.0% |
| YTD | +20.6% | +2.8% | +17.8% | +12.0% |
| 1Y | +5.7% | +3.3% | +2.3% | -3.3% |
| 3Y | +73.6% | +13.4% | +60.2% | +16.5% |
| 5Y | +86.2% | +19.8% | +66.4% | +2.8% |
| 10Y | +440.7% | +25.7% | +414.9% | +167.1% |
| All | +1,577.3% | +25.3% | +1,552.0% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling