+74.8%
FERG vs USAR
-18.3%
+93.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.8% |
| 7D | +6.4% | +0.8% | +5.6% | +6.4% |
| 30D | +19.9% | -30.1% | +50.0% | +21.1% |
| 3M | +5.6% | -56.3% | +61.9% | +8.0% |
| 6M | +9.2% | -68.6% | +77.8% | +12.3% |
| YTD | +20.6% | -30.5% | +51.2% | +21.9% |
| 1Y | +5.7% | -53.5% | +59.2% | +7.2% |
| 3Y | +73.6% | -19.3% | +92.9% | +80.2% |
| All | +74.8% | -18.3% | +93.1% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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