+1,526.4%
FERG vs BTI
+410.1%
+1,116.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 6M | +10.6% | -2.4% | +13.1% | +10.7% |
| YTD | +17.0% | +14.2% | +2.7% | +14.8% |
| 1Y | +7.1% | +20.3% | -13.2% | +4.5% |
| 3Y | +67.7% | +147.4% | -79.7% | +50.0% |
| 5Y | +76.4% | +155.4% | -79.0% | +57.9% |
| 10Y | +424.2% | +127.3% | +296.9% | +364.9% |
| All | +1,526.4% | +410.1% | +1,116.3% | +1,300.3% |
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 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