+69.5%
FERG vs BROS
+38.3%
+31.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | +0.9% | -6.6% | +7.5% | +1.6% |
| 30D | -15.1% | -12.3% | -2.7% | -13.9% |
| 3M | -4.8% | -22.2% | +17.4% | -2.8% |
| 6M | -2.5% | -14.3% | +11.8% | -1.6% |
| YTD | +1.8% | -26.6% | +28.4% | +4.1% |
| 1Y | -0.3% | -31.5% | +31.2% | +2.4% |
| 3Y | +52.9% | +62.3% | -9.3% | +42.3% |
| All | +69.5% | +38.3% | +31.1% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling