+1,348.4%
FERG vs BP
+77.6%
+1,270.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | 0.0% | +3.9% | -4.0% | -0.4% |
| 30D | -10.2% | +7.6% | -17.8% | -10.8% |
| 3M | -0.6% | +0.7% | -1.3% | -0.8% |
| 6M | -6.5% | +15.5% | -22.0% | -8.3% |
| YTD | +4.2% | +30.8% | -26.7% | +0.8% |
| 1Y | -2.3% | +34.3% | -36.6% | -5.7% |
| 3Y | +48.5% | +35.1% | +13.4% | +42.3% |
| 5Y | +72.0% | +126.8% | -54.8% | +59.0% |
| 10Y | +369.9% | +123.4% | +246.5% | +336.3% |
| All | +1,348.4% | +77.6% | +1,270.8% | +1,252.7% |
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