+424.2%
FERG vs BN
+290.8%
+133.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +9.7% | -1.0% | +10.7% | +10.2% |
| 30D | +15.0% | +14.0% | +1.1% | +10.3% |
| 3M | +3.8% | -9.0% | +12.8% | +7.0% |
| 6M | +10.6% | -8.8% | +19.4% | +13.9% |
| YTD | +17.0% | -10.3% | +27.2% | +20.7% |
| 1Y | +7.1% | -5.8% | +12.9% | +8.8% |
| 3Y | +67.7% | +94.8% | -27.0% | +38.2% |
| 5Y | +76.4% | +31.5% | +45.0% | +54.5% |
| All | +424.2% | +290.8% | +133.4% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling