+78.0%
FERG vs BTI
+153.9%
-75.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +9.7% | +1.6% | +8.1% | +9.3% |
| 30D | +15.0% | +9.2% | +5.8% | +12.9% |
| 3M | +3.8% | +9.6% | -5.9% | +1.7% |
| 6M | +10.6% | -2.4% | +13.1% | +10.9% |
| YTD | +17.0% | +14.2% | +2.7% | +12.6% |
| 1Y | +7.1% | +20.3% | -13.2% | +1.9% |
| 3Y | +67.7% | +147.4% | -79.7% | +28.9% |
| All | +78.0% | +153.9% | -75.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling