+1,348.4%
FERG vs BIL
+24.9%
+1,323.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | -10.2% | +0.3% | -10.5% | -10.9% |
| 3M | -0.6% | +0.9% | -1.5% | -2.9% |
| 6M | -6.5% | +1.8% | -8.4% | -10.8% |
| YTD | +4.2% | +2.4% | +1.7% | -2.3% |
| 1Y | -2.3% | +3.7% | -6.0% | -11.4% |
| 3Y | +48.5% | +14.2% | +34.3% | -2.5% |
| 5Y | +72.0% | +19.4% | +52.6% | -4.1% |
| 10Y | +369.9% | +25.2% | +344.7% | +134.9% |
| All | +1,348.4% | +24.9% | +1,323.5% | +628.0% |
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