+1,577.3%
FERG vs BN
+1,073.6%
+503.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.1% |
| 7D | +6.4% | -2.4% | +8.8% | +7.2% |
| 30D | +19.9% | +13.5% | +6.4% | +16.3% |
| 3M | +5.6% | -5.9% | +11.5% | +7.1% |
| 6M | +9.2% | -8.9% | +18.2% | +11.7% |
| YTD | +20.6% | -7.9% | +28.5% | +22.7% |
| 1Y | +5.7% | -8.3% | +14.0% | +7.6% |
| 3Y | +73.6% | +100.8% | -27.2% | +50.7% |
| 5Y | +86.2% | +38.2% | +48.0% | +68.3% |
| 10Y | +440.7% | +302.3% | +138.3% | +352.0% |
| All | +1,577.3% | +1,073.6% | +503.7% | +1,367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling