+351.3%
FERG vs FTI
+305.3%
+46.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.6% | -4.4% | +1.8% | -2.2% |
| 30D | -8.9% | +1.5% | -10.4% | -9.0% |
| 3M | -2.0% | +8.2% | -10.2% | -2.8% |
| 6M | -3.2% | +18.8% | -22.0% | -4.7% |
| YTD | +1.5% | +71.7% | -70.2% | -2.9% |
| 1Y | +0.5% | +90.0% | -89.6% | -4.7% |
| 3Y | +50.4% | +270.5% | -220.1% | +35.7% |
| 5Y | +68.7% | +1,084.5% | -1,015.9% | +44.5% |
| All | +351.3% | +305.3% | +46.1% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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