+421.0%
FERG vs BP
+141.7%
+279.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -3.8% |
| 7D | +8.2% | +2.5% | +5.7% | +7.8% |
| 30D | +14.4% | -5.6% | +20.0% | +15.1% |
| 3M | +4.3% | +8.0% | -3.7% | +3.1% |
| 6M | +7.9% | +5.7% | +2.2% | +6.6% |
| YTD | +16.3% | +36.8% | -20.6% | +10.1% |
| 1Y | +2.2% | +30.7% | -28.5% | -2.5% |
| 3Y | +67.3% | +51.6% | +15.7% | +55.1% |
| 5Y | +75.3% | +112.2% | -36.9% | +56.9% |
| All | +421.0% | +141.7% | +279.3% | +385.2% |
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