+69.3%
FERG vs BP
+141.6%
-72.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.8% |
| 7D | +0.9% | +4.0% | -3.1% | 0.0% |
| 30D | -15.1% | +7.8% | -22.9% | -16.6% |
| 3M | -4.8% | +8.4% | -13.2% | -7.0% |
| 6M | -2.5% | +15.1% | -17.5% | -7.0% |
| YTD | +1.8% | +36.4% | -34.6% | -8.0% |
| 1Y | -0.3% | +40.9% | -41.2% | -10.9% |
| 3Y | +52.9% | +38.8% | +14.1% | +35.0% |
| 5Y | +69.3% | +141.1% | -71.8% | +25.1% |
| All | +69.3% | +141.6% | -72.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling