+1,548.3%
FERG vs BIL
+25.3%
+1,523.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +7.3% | +0.1% | +7.3% | +7.2% |
| 30D | +18.1% | 0.0% | +18.2% | +18.1% |
| 3M | +1.6% | +0.6% | +1.0% | 0.0% |
| 6M | +8.5% | +1.5% | +7.0% | +4.3% |
| YTD | +18.6% | +2.8% | +15.8% | +10.2% |
| 1Y | +5.7% | +3.3% | +2.4% | -3.2% |
| 3Y | +74.0% | +13.4% | +60.6% | +16.8% |
| 5Y | +83.9% | +19.8% | +64.1% | +1.6% |
| 10Y | +494.6% | +25.6% | +468.9% | +194.6% |
| All | +1,548.3% | +25.3% | +1,523.0% | +721.8% |
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