+351.3%
FERG vs BP
+137.7%
+213.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | +5.2% | -7.8% | -3.2% |
| 30D | -8.9% | +8.7% | -17.6% | -9.9% |
| 3M | -2.0% | +9.3% | -11.4% | -3.4% |
| 6M | -3.2% | +13.6% | -16.8% | -5.4% |
| YTD | +1.5% | +37.7% | -36.2% | -3.8% |
| 1Y | +0.5% | +40.6% | -40.1% | -5.1% |
| 3Y | +50.4% | +40.3% | +10.1% | +40.9% |
| 5Y | +68.7% | +141.4% | -72.7% | +49.8% |
| All | +351.3% | +137.7% | +213.6% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling