+358.9%
FERG vs URI
+1,157.2%
-798.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +3.4% | +2.5% | +0.8% | +2.8% |
| 30D | -11.5% | -12.5% | +1.0% | -9.1% |
| 3M | +1.3% | -6.2% | +7.5% | +2.5% |
| 6M | -1.0% | +25.9% | -26.8% | -6.3% |
| YTD | +3.2% | +26.2% | -23.0% | -2.8% |
| 1Y | -3.0% | +5.5% | -8.4% | -5.2% |
| 3Y | +55.0% | +125.0% | -69.9% | +31.5% |
| 5Y | +72.6% | +210.4% | -137.8% | +38.3% |
| 10Y | +358.9% | +1,157.2% | -798.3% | +238.8% |
| All | +358.9% | +1,157.2% | -798.3% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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