+1,348.4%
FERG vs UL
+223.4%
+1,125.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -10.2% | +0.5% | -10.7% | -10.2% |
| 3M | -0.6% | +17.6% | -18.2% | -2.8% |
| 6M | -6.5% | -5.4% | -1.2% | -6.1% |
| YTD | +4.2% | +0.7% | +3.5% | +3.8% |
| 1Y | -2.3% | -9.3% | +7.0% | -1.3% |
| 3Y | +48.5% | +24.5% | +24.0% | +43.6% |
| 5Y | +72.0% | +23.2% | +48.8% | +65.2% |
| 10Y | +369.9% | +64.5% | +305.4% | +346.1% |
| All | +1,348.4% | +223.4% | +1,125.0% | +1,212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling