+1.5%
FERG vs URA
+16.3%
-14.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.1% |
| 7D | +0.9% | +5.7% | -4.8% | -0.3% |
| 30D | -15.1% | +5.6% | -20.6% | -16.1% |
| 3M | -4.8% | +6.2% | -11.0% | -6.3% |
| 6M | -2.5% | -8.2% | +5.8% | -1.8% |
| YTD | +1.8% | +9.7% | -7.9% | -0.5% |
| All | +1.5% | +16.3% | -14.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling