+1,526.4%
FERG vs BP
+87.4%
+1,438.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +9.7% | +3.8% | +5.9% | +9.4% |
| 30D | +15.0% | -5.3% | +20.3% | +15.6% |
| 3M | +3.8% | +9.3% | -5.5% | +2.7% |
| 6M | +10.6% | +7.2% | +3.4% | +9.5% |
| YTD | +17.0% | +38.0% | -21.1% | +12.5% |
| 1Y | +7.1% | +33.2% | -26.1% | +3.3% |
| 3Y | +67.7% | +50.3% | +17.5% | +59.1% |
| 5Y | +76.4% | +114.1% | -37.7% | +63.0% |
| 10Y | +424.2% | +140.7% | +283.5% | +383.6% |
| All | +1,526.4% | +87.4% | +1,438.9% | +1,409.6% |
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