+25.9%
FERG vs BTSG
+421.3%
-395.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | +3.4% | +5.7% | -2.4% | +2.4% |
| 30D | -11.5% | +0.2% | -11.7% | -11.6% |
| 3M | +1.3% | +5.6% | -4.4% | -0.8% |
| 6M | -1.0% | +50.8% | -51.7% | -9.7% |
| YTD | +3.2% | +67.0% | -63.8% | -8.0% |
| 1Y | -3.0% | +145.5% | -148.5% | -19.8% |
| All | +25.9% | +421.3% | -395.5% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling