+1,335.0%
FERG vs BTI
+347.4%
+987.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +3.4% | -1.4% | +4.8% | +3.5% |
| 30D | -11.5% | -7.0% | -4.5% | -10.8% |
| 3M | +1.3% | -6.3% | +7.6% | +1.9% |
| 6M | -1.0% | -2.0% | +1.0% | -1.1% |
| YTD | +3.2% | +0.2% | +3.0% | +2.9% |
| 1Y | -3.0% | +3.8% | -6.7% | -3.7% |
| 3Y | +55.0% | +112.1% | -57.0% | +41.0% |
| 5Y | +72.6% | +113.6% | -41.0% | +57.4% |
| 10Y | +358.9% | +69.6% | +289.3% | +317.1% |
| All | +1,335.0% | +347.4% | +987.6% | +1,154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling