+67.7%
FERG vs BTI
+149.4%
-81.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +9.7% | +1.6% | +8.1% | +9.5% |
| 30D | +15.0% | +9.2% | +5.8% | +13.9% |
| 3M | +3.8% | +9.6% | -5.9% | +2.7% |
| 6M | +10.6% | -2.4% | +13.1% | +10.9% |
| YTD | +17.0% | +14.2% | +2.7% | +14.5% |
| 1Y | +7.1% | +20.3% | -13.2% | +4.4% |
| 3Y | +67.7% | +147.4% | -79.7% | +49.3% |
| All | +67.7% | +149.4% | -81.7% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling