+71.5%
FERG vs USAR
-21.7%
+93.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +0.1% |
| 7D | +7.2% | -9.1% | +16.3% | +7.5% |
| 30D | +17.9% | -36.9% | +54.8% | +19.4% |
| 3M | -1.3% | -58.4% | +57.1% | +1.1% |
| 6M | +8.3% | -70.6% | +78.9% | +11.6% |
| YTD | +18.3% | -33.4% | +51.8% | +19.7% |
| 1Y | +4.7% | -54.0% | +58.7% | +6.3% |
| 3Y | +70.3% | -22.7% | +92.9% | +77.0% |
| All | +71.5% | -21.7% | +93.2% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling