+421.0%
FERG vs URI
+1,189.9%
-768.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | +8.2% | +9.3% | -1.2% | +6.2% |
| 30D | +14.4% | +7.6% | +6.8% | +12.5% |
| 3M | +4.3% | +1.0% | +3.3% | +4.0% |
| 6M | +7.9% | +19.8% | -12.0% | +3.4% |
| YTD | +16.3% | +41.9% | -25.6% | +6.5% |
| 1Y | +2.2% | +33.4% | -31.1% | -5.1% |
| 3Y | +67.3% | +156.0% | -88.7% | +37.2% |
| 5Y | +75.3% | +209.5% | -134.2% | +36.9% |
| All | +421.0% | +1,189.9% | -768.8% | +266.6% |
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