+436.2%
FERG vs FTV
+90.8%
+345.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.7% |
| 7D | 0.0% | -4.5% | +4.5% | +1.6% |
| 30D | -10.2% | -7.1% | -3.1% | -7.9% |
| 3M | -0.6% | -7.2% | +6.6% | +1.9% |
| 6M | -6.5% | -1.5% | -5.0% | -6.2% |
| YTD | +4.2% | +3.5% | +0.7% | +2.4% |
| 1Y | -2.3% | +20.3% | -22.6% | -8.7% |
| 3Y | +48.5% | -3.1% | +51.6% | +47.9% |
| 5Y | +72.0% | +2.3% | +69.7% | +65.4% |
| 10Y | +369.9% | +76.3% | +293.6% | +313.4% |
| All | +436.2% | +90.8% | +345.4% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling