+1,315.5%
FERG vs BTG
+468.8%
+846.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.4% |
| 7D | +0.9% | +2.4% | -1.5% | +0.9% |
| 30D | -15.1% | +9.5% | -24.5% | -15.2% |
| 3M | -4.8% | +38.5% | -43.3% | -5.5% |
| 6M | -2.5% | +5.6% | -8.1% | -2.8% |
| YTD | +1.8% | +23.9% | -22.1% | +1.3% |
| 1Y | -0.3% | +32.1% | -32.5% | -1.0% |
| 3Y | +52.9% | +103.2% | -50.3% | +50.9% |
| 5Y | +69.3% | +79.7% | -10.4% | +67.2% |
| 10Y | +352.7% | +159.1% | +193.6% | +354.0% |
| All | +1,315.5% | +468.8% | +846.7% | +1,354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling