+67.7%
FERG vs BNY
+256.6%
-188.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -1.3% | -1.2% | -1.9% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -2.0% | +14.9% | -17.0% | -9.3% |
| 6M | -3.2% | +40.0% | -43.2% | -19.1% |
| YTD | +1.5% | +42.0% | -40.5% | -16.1% |
| 1Y | +0.5% | +56.9% | -56.4% | -21.3% |
| 3Y | +50.4% | +289.9% | -239.5% | -28.0% |
| All | +67.7% | +256.6% | -188.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 5y: compounded portfolio wealth divided by compounded BNY 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…
5y analysis · Full analysis span regression · 6 months rolling