+430.3%
FERG vs URA
+272.4%
+157.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | +7.2% | +0.3% | +6.9% | +7.2% |
| 30D | +17.9% | -14.8% | +32.7% | +21.2% |
| 3M | -1.3% | -25.3% | +24.0% | +3.7% |
| 6M | +8.3% | -39.9% | +48.2% | +17.9% |
| YTD | +18.3% | -22.4% | +40.7% | +22.3% |
| 1Y | +4.7% | -29.0% | +33.7% | +9.6% |
| 3Y | +70.3% | +41.0% | +29.3% | +53.6% |
| 5Y | +84.6% | +38.3% | +46.3% | +61.6% |
| All | +430.3% | +272.4% | +157.9% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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