-2.3%
FERG vs BROS
-35.3%
+33.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | 0.0% | -6.7% | +6.6% | +1.0% |
| 30D | -10.2% | -29.1% | +18.9% | -5.5% |
| 3M | -0.6% | -16.7% | +16.1% | +0.8% |
| 6M | -6.5% | -11.6% | +5.1% | -6.8% |
| YTD | +4.2% | -23.9% | +28.1% | +5.3% |
| 1Y | -2.3% | -34.8% | +32.5% | -8.4% |
| All | -2.3% | -35.3% | +33.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling