+3.1%
FERG vs BTDR
-69.9%
+72.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +3.0% |
| 7D | +7.7% | -17.6% | +25.3% | +8.7% |
| 30D | +11.5% | -40.3% | +51.7% | +14.6% |
| 3M | -2.4% | -42.6% | +40.2% | +0.2% |
| 6M | -4.0% | -46.3% | +42.3% | -2.9% |
| YTD | +13.4% | -41.7% | +55.1% | +11.3% |
| 1Y | +3.1% | -69.4% | +72.5% | +5.9% |
| All | +3.1% | -69.9% | +72.9% | +5.9% |
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