+65.3%
FERG vs URA
+25.3%
+40.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.9% |
| 7D | -2.1% | -4.1% | +2.0% | -1.2% |
| 30D | +8.7% | -19.0% | +27.7% | +13.9% |
| 3M | -7.4% | -25.1% | +17.7% | -1.4% |
| 6M | -6.6% | -44.5% | +37.9% | +6.2% |
| YTD | +6.6% | -24.3% | +30.9% | +11.3% |
| 1Y | -3.6% | -28.1% | +24.5% | +1.6% |
| 3Y | +56.4% | +40.7% | +15.7% | +31.3% |
| All | +65.3% | +25.3% | +40.0% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling