+67.7%
FERG vs FTI
+212.2%
-144.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.2% |
| 7D | +9.7% | +4.3% | +5.4% | +8.7% |
| 30D | +15.0% | -4.7% | +19.7% | +15.9% |
| 3M | +3.8% | -13.5% | +17.3% | +6.8% |
| 6M | +10.6% | -8.7% | +19.3% | +11.9% |
| YTD | +17.0% | +49.0% | -32.0% | +3.2% |
| 1Y | +7.1% | +54.0% | -46.9% | -6.4% |
| 3Y | +67.7% | +211.6% | -143.9% | +16.4% |
| All | +67.7% | +212.2% | -144.5% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling