+1,335.0%
FERG vs FTI
+287.5%
+1,047.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -11.5% | +12.3% | -23.8% | -12.2% |
| 3M | +1.3% | +13.8% | -12.5% | +0.4% |
| 6M | -1.0% | +24.3% | -25.2% | -2.5% |
| YTD | +3.2% | +75.8% | -72.6% | -0.5% |
| 1Y | -3.0% | +99.6% | -102.6% | -7.3% |
| 3Y | +55.0% | +278.4% | -223.4% | +42.6% |
| 5Y | +72.6% | +1,168.7% | -1,096.0% | +52.0% |
| 10Y | +358.9% | +297.5% | +61.4% | +321.9% |
| All | +1,335.0% | +287.5% | +1,047.6% | +1,304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling