+0.5%
FERG vs BTG
+25.2%
-24.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -2.6% | -3.8% | +1.2% | -2.2% |
| 30D | -8.9% | +3.6% | -12.5% | -9.4% |
| 3M | -2.0% | +32.0% | -34.1% | -5.7% |
| 6M | -3.2% | +3.4% | -6.6% | -4.8% |
| YTD | +1.5% | +20.8% | -19.3% | -1.3% |
| 1Y | +0.5% | +22.4% | -21.9% | -5.3% |
| All | +0.5% | +25.2% | -24.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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