+40.7%
FERG vs BIYA
-99.8%
+140.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.4% |
| 7D | +0.9% | +2.7% | -1.8% | +0.9% |
| 30D | -15.1% | -16.7% | +1.6% | -15.1% |
| 3M | -4.8% | -74.6% | +69.8% | -5.0% |
| 6M | -2.5% | -85.4% | +82.9% | -1.9% |
| YTD | +1.8% | -94.2% | +96.0% | +2.6% |
| 1Y | -0.3% | -98.6% | +98.2% | +1.5% |
| All | +40.7% | -99.8% | +140.5% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling