+4.7%
FERG vs USB
+33.1%
-28.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +7.2% | +1.4% | +5.8% | +6.5% |
| 30D | +17.9% | +6.4% | +11.5% | +14.4% |
| 3M | -1.3% | -4.5% | +3.2% | +0.8% |
| 6M | +8.3% | +11.4% | -3.1% | +1.5% |
| YTD | +18.3% | +17.1% | +1.2% | +4.6% |
| 1Y | +4.7% | +32.6% | -27.9% | -16.7% |
| All | +4.7% | +33.1% | -28.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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