+1,311.2%
FERG vs BRO
+783.3%
+527.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.6% | -7.3% | +4.8% | -1.3% |
| 30D | -8.9% | -6.9% | -2.0% | -7.9% |
| 3M | -2.0% | +10.7% | -12.7% | -4.0% |
| 6M | -3.2% | -2.7% | -0.5% | -3.2% |
| YTD | +1.5% | -16.3% | +17.8% | +4.1% |
| 1Y | +0.5% | -29.1% | +29.6% | +6.0% |
| 3Y | +50.4% | -7.8% | +58.2% | +51.5% |
| 5Y | +68.7% | +18.7% | +50.0% | +62.9% |
| 10Y | +351.3% | +291.9% | +59.4% | +297.4% |
| All | +1,311.2% | +783.3% | +527.9% | +1,116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling