+0.5%
FERG vs USAR
+12.3%
-11.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.6% |
| 7D | -1.0% | -9.3% | +8.3% | -0.3% |
| 30D | -11.8% | -15.2% | +3.4% | -10.9% |
| 3M | -1.2% | -21.1% | +19.9% | -0.1% |
| 6M | -2.3% | -21.6% | +19.3% | -2.3% |
| YTD | +0.8% | +34.8% | -34.0% | -3.0% |
| 1Y | +0.5% | +15.6% | -15.2% | -8.5% |
| All | +0.5% | +12.3% | -11.8% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling