+71.5%
FERG vs URI
+200.7%
-129.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.7% |
| 7D | 0.0% | -2.0% | +1.9% | +0.8% |
| 30D | -10.2% | -12.9% | +2.8% | -5.1% |
| 3M | -0.6% | -6.7% | +6.2% | +1.8% |
| 6M | -6.5% | +19.0% | -25.5% | -14.6% |
| YTD | +4.2% | +25.5% | -21.4% | -8.2% |
| 1Y | -2.3% | +5.5% | -7.8% | -7.1% |
| 3Y | +48.5% | +111.3% | -62.8% | +0.8% |
| All | +71.5% | +200.7% | -129.1% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling