+23.8%
FERG vs BTSG
+389.4%
-365.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -2.6% | -3.3% | +0.7% | -2.1% |
| 30D | -8.9% | -1.6% | -7.3% | -8.8% |
| 3M | -2.0% | -6.9% | +4.9% | -2.0% |
| 6M | -3.2% | +42.1% | -45.3% | -11.0% |
| YTD | +1.5% | +56.8% | -55.3% | -8.6% |
| 1Y | +0.5% | +109.8% | -109.3% | -14.5% |
| All | +23.8% | +389.4% | -365.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling