+55.0%
FERG vs BP
+36.5%
+18.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.4% |
| 7D | +3.4% | +0.9% | +2.5% | +3.2% |
| 30D | -11.5% | +9.1% | -20.6% | -13.0% |
| 3M | +1.3% | +3.9% | -2.6% | +0.3% |
| 6M | -1.0% | +13.6% | -14.6% | -5.3% |
| YTD | +3.2% | +34.0% | -30.8% | -6.7% |
| 1Y | -3.0% | +39.2% | -42.1% | -13.6% |
| 3Y | +55.0% | +36.4% | +18.6% | +37.4% |
| All | +55.0% | +36.5% | +18.6% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling