+1,315.5%
FERG vs BR
+945.9%
+369.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.9% | -5.0% | +5.9% | +1.9% |
| 30D | -15.1% | -2.5% | -12.6% | -14.7% |
| 3M | -4.8% | +13.5% | -18.3% | -7.5% |
| 6M | -2.5% | -9.4% | +7.0% | -0.9% |
| YTD | +1.8% | -23.3% | +25.1% | +7.0% |
| 1Y | -0.3% | -31.6% | +31.3% | +7.4% |
| 3Y | +52.9% | -5.1% | +58.0% | +53.6% |
| 5Y | +69.3% | +8.2% | +61.1% | +64.1% |
| 10Y | +352.7% | +189.8% | +162.9% | +306.4% |
| All | +1,315.5% | +945.9% | +369.6% | +1,164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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