+1,382.0%
FERG vs URI
+10,821.3%
-9,439.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -2.1% | -9.8% | +7.7% | -0.9% |
| 30D | +8.7% | +1.7% | +6.9% | +8.4% |
| 3M | -7.4% | -9.1% | +1.6% | -6.5% |
| 6M | -6.6% | +9.9% | -16.5% | -7.8% |
| YTD | +6.6% | +31.2% | -24.6% | +2.7% |
| 1Y | -3.6% | +25.9% | -29.5% | -6.6% |
| 3Y | +56.4% | +147.4% | -91.0% | +42.5% |
| 5Y | +67.5% | +179.7% | -112.2% | +49.9% |
| 10Y | +434.6% | +1,419.5% | -985.0% | +359.9% |
| All | +1,382.0% | +10,821.3% | -9,439.3% | +1,287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling