+1,348.4%
FERG vs BN
+1,022.7%
+325.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | -2.5% | +2.4% | +0.6% |
| 30D | -10.2% | -9.5% | -0.7% | -8.0% |
| 3M | -0.6% | -10.4% | +9.8% | +2.1% |
| 6M | -6.5% | -6.4% | -0.2% | -5.1% |
| YTD | +4.2% | -11.9% | +16.0% | +7.1% |
| 1Y | -2.3% | -8.6% | +6.4% | -0.3% |
| 3Y | +48.5% | +77.6% | -29.1% | +32.0% |
| 5Y | +72.0% | +37.0% | +35.0% | +56.6% |
| 10Y | +369.9% | +266.4% | +103.5% | +297.6% |
| All | +1,348.4% | +1,022.7% | +325.7% | +1,180.9% |
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