+67.5%
FERG vs SPXU
-85.5%
+153.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.4% |
| 7D | -1.0% | +6.4% | -7.4% | +1.1% |
| 30D | -11.8% | +5.9% | -17.8% | -10.0% |
| 3M | -1.2% | -11.7% | +10.4% | -4.5% |
| 6M | -2.3% | -28.7% | +26.4% | -11.1% |
| YTD | +0.8% | -26.4% | +27.1% | -6.7% |
| 1Y | +0.5% | -35.2% | +35.7% | -10.0% |
| 3Y | +51.4% | -79.8% | +131.2% | +2.2% |
| 5Y | +67.5% | -86.1% | +153.6% | +14.6% |
| All | +67.5% | -85.5% | +153.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling