+1,526.4%
FERG vs BN
+1,043.2%
+483.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +9.7% | -1.0% | +10.7% | +10.1% |
| 30D | +15.0% | +14.0% | +1.1% | +11.5% |
| 3M | +3.8% | -9.0% | +12.8% | +6.2% |
| 6M | +10.6% | -8.8% | +19.4% | +13.1% |
| YTD | +17.0% | -10.3% | +27.2% | +19.8% |
| 1Y | +7.1% | -5.8% | +12.9% | +8.5% |
| 3Y | +67.7% | +94.8% | -27.0% | +46.7% |
| 5Y | +76.4% | +31.5% | +45.0% | +60.8% |
| 10Y | +424.2% | +291.9% | +132.3% | +341.2% |
| All | +1,526.4% | +1,043.2% | +483.2% | +1,332.4% |
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