+348.1%
FERG vs BN
+263.5%
+84.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.0% | -5.9% | +4.9% | +0.9% |
| 30D | -11.8% | -15.1% | +3.3% | -7.1% |
| 3M | -1.2% | -14.6% | +13.3% | +3.8% |
| 6M | -2.3% | -8.4% | +6.1% | +0.3% |
| YTD | +0.8% | -16.8% | +17.6% | +6.5% |
| 1Y | +0.5% | -14.4% | +14.8% | +5.2% |
| 3Y | +51.4% | +70.1% | -18.7% | +30.0% |
| 5Y | +67.5% | +33.5% | +34.0% | +49.0% |
| All | +348.1% | +263.5% | +84.6% | +255.2% |
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