+67.5%
FERG vs BTDR
+16.5%
+51.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.8% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | -11.8% | +32.7% | -44.5% | -12.9% |
| 3M | -1.2% | -28.4% | +27.2% | -0.5% |
| 6M | -2.3% | +51.7% | -54.0% | -5.0% |
| YTD | +0.8% | +2.9% | -2.1% | -0.8% |
| 1Y | +0.5% | -15.5% | +15.9% | -1.2% |
| 3Y | +51.4% | 0.0% | +51.4% | +41.5% |
| 5Y | +67.5% | +16.5% | +51.0% | +48.2% |
| All | +67.5% | +16.5% | +51.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling