+74.3%
FERG vs URA
+124.0%
-49.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -10.2% | +7.4% | -17.6% | -11.8% |
| 3M | -0.6% | -8.4% | +7.8% | +0.8% |
| 6M | -6.5% | -12.7% | +6.2% | -4.6% |
| YTD | +4.2% | +7.8% | -3.6% | +0.8% |
| 1Y | -2.3% | +19.5% | -21.7% | -8.6% |
| 3Y | +48.5% | +116.4% | -67.9% | +15.2% |
| All | +74.3% | +124.0% | -49.7% | +28.5% |
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 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