+1,301.2%
FERG vs BLK
+580.7%
+720.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.0% | -5.2% | +4.2% | +0.2% |
| 30D | -11.8% | -7.0% | -4.8% | -10.4% |
| 3M | -1.2% | +5.7% | -6.9% | -2.6% |
| 6M | -2.3% | +11.0% | -13.3% | -4.8% |
| YTD | +0.8% | +0.9% | -0.1% | +0.2% |
| 1Y | +0.5% | -1.6% | +2.1% | +0.4% |
| 3Y | +51.4% | +64.5% | -13.1% | +36.4% |
| 5Y | +67.5% | +30.9% | +36.6% | +53.8% |
| 10Y | +348.1% | +275.1% | +73.0% | +272.9% |
| All | +1,301.2% | +580.7% | +720.6% | +1,095.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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