+1,311.2%
FERG vs BNY
+750.7%
+560.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -1.3% | -1.2% | -2.4% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -2.0% | +14.9% | -17.0% | -4.3% |
| 6M | -3.2% | +40.0% | -43.2% | -8.2% |
| YTD | +1.5% | +42.0% | -40.5% | -4.0% |
| 1Y | +0.5% | +56.9% | -56.4% | -6.4% |
| 3Y | +50.4% | +289.9% | -239.5% | +24.3% |
| 5Y | +68.7% | +259.2% | -190.5% | +39.5% |
| 10Y | +351.3% | +413.3% | -62.0% | +270.6% |
| All | +1,311.2% | +750.7% | +560.5% | +1,024.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling