+1,335.0%
FERG vs BND
+49.4%
+1,285.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | +0.1% | +3.2% | +3.4% |
| 30D | -11.5% | -0.4% | -11.2% | -11.5% |
| 3M | +1.3% | -0.2% | +1.5% | +1.3% |
| 6M | -1.0% | -1.2% | +0.2% | -0.9% |
| YTD | +3.2% | -0.3% | +3.5% | +3.2% |
| 1Y | -3.0% | +0.4% | -3.4% | -2.9% |
| 3Y | +55.0% | +13.4% | +41.6% | +56.8% |
| 5Y | +72.6% | -1.5% | +74.2% | +57.1% |
| 10Y | +358.9% | +15.5% | +343.5% | +374.3% |
| All | +1,335.0% | +49.4% | +1,285.6% | +1,336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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