-2.3%
FERG vs BIYA
-98.3%
+96.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.3% |
| 7D | 0.0% | +1.3% | -1.4% | 0.0% |
| 30D | -10.2% | -21.0% | +10.8% | -10.4% |
| 3M | -0.6% | -74.3% | +73.7% | -1.0% |
| 6M | -6.5% | -84.6% | +78.1% | -5.7% |
| YTD | +4.2% | -94.2% | +98.3% | +4.5% |
| 1Y | -2.3% | -98.2% | +96.0% | -4.3% |
| All | -2.3% | -98.3% | +96.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling