+67.7%
FERG vs FTV
+39.2%
+28.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +3.9% | +5.8% | +7.5% |
| 30D | +15.0% | +18.7% | -3.6% | +4.7% |
| 3M | +3.8% | +10.0% | -6.3% | -1.6% |
| 6M | +10.6% | +14.6% | -3.9% | +2.3% |
| YTD | +17.0% | +23.4% | -6.5% | +2.3% |
| 1Y | +7.1% | +31.3% | -24.2% | -10.1% |
| 3Y | +67.7% | +39.8% | +27.9% | +41.4% |
| All | +67.7% | +39.2% | +28.5% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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