+351.3%
FERG vs BRO
+294.2%
+57.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.6% | -7.3% | +4.8% | -0.9% |
| 30D | -8.9% | -6.9% | -2.0% | -7.5% |
| 3M | -2.0% | +10.7% | -12.7% | -4.7% |
| 6M | -3.2% | -2.7% | -0.5% | -3.2% |
| YTD | +1.5% | -16.3% | +17.8% | +5.1% |
| 1Y | +0.5% | -29.1% | +29.6% | +8.3% |
| 3Y | +50.4% | -7.8% | +58.2% | +51.1% |
| 5Y | +68.7% | +18.7% | +50.0% | +58.7% |
| All | +351.3% | +294.2% | +57.1% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling