+1,577.3%
FERG vs BP
+83.5%
+1,493.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +1.8% |
| 7D | +6.4% | -0.8% | +7.2% | +6.5% |
| 30D | +19.9% | -3.1% | +23.1% | +20.2% |
| 3M | +5.6% | +6.2% | -0.6% | +4.8% |
| 6M | +9.2% | +4.8% | +4.4% | +8.4% |
| YTD | +20.6% | +35.2% | -14.5% | +16.2% |
| 1Y | +5.7% | +27.4% | -21.7% | +2.4% |
| 3Y | +73.6% | +49.8% | +23.8% | +64.8% |
| 5Y | +86.2% | +109.4% | -23.2% | +72.4% |
| 10Y | +440.7% | +135.7% | +305.0% | +399.7% |
| All | +1,577.3% | +83.5% | +1,493.8% | +1,460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling