+351.3%
FERG vs UL
+66.7%
+284.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -3.4% | +0.8% | -2.0% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -2.0% | +7.2% | -9.3% | -3.3% |
| 6M | -3.2% | -3.1% | -0.1% | -3.0% |
| YTD | +1.5% | -2.7% | +4.2% | +1.7% |
| 1Y | +0.5% | -10.2% | +10.7% | +1.9% |
| 3Y | +50.4% | +20.3% | +30.2% | +44.9% |
| 5Y | +68.7% | +19.9% | +48.7% | +60.6% |
| All | +351.3% | +66.7% | +284.6% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling