-2.3%
FERG vs BTDR
-4.8%
+2.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +2.1% |
| 7D | 0.0% | +20.0% | -20.0% | -0.9% |
| 30D | -10.2% | +11.9% | -22.1% | -10.8% |
| 3M | -0.6% | -36.9% | +36.4% | +1.4% |
| 6M | -6.5% | +56.5% | -63.0% | -10.7% |
| YTD | +4.2% | +10.4% | -6.3% | +0.8% |
| 1Y | -2.3% | +3.1% | -5.3% | +6.1% |
| All | -2.3% | -4.8% | +2.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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