+56.4%
FERG vs URA
+41.0%
+15.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.7% |
| 7D | -2.1% | -4.1% | +2.0% | -1.3% |
| 30D | +8.7% | -19.0% | +27.7% | +13.0% |
| 3M | -7.4% | -25.1% | +17.7% | -2.4% |
| 6M | -6.6% | -44.5% | +37.9% | +3.9% |
| YTD | +6.6% | -24.3% | +30.9% | +11.0% |
| 1Y | -3.6% | -28.1% | +24.5% | +1.1% |
| All | +56.4% | +41.0% | +15.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling