+50.9%
FERG vs BN
+71.3%
-20.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.4% |
| 7D | +0.9% | -3.0% | +3.9% | +2.4% |
| 30D | -15.1% | -13.0% | -2.1% | -9.1% |
| 3M | -4.8% | -15.2% | +10.4% | +3.1% |
| 6M | -2.5% | -5.9% | +3.5% | 0.0% |
| YTD | +1.8% | -15.8% | +17.6% | +9.7% |
| 1Y | -0.3% | -12.2% | +11.9% | +5.2% |
| All | +50.9% | +71.3% | -20.4% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling