+83.9%
FERG vs USB
+26.3%
+57.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.5% | +8.7% | +10.2% |
| 7D | +7.3% | +0.8% | +6.6% | +7.1% |
| 30D | +18.1% | +6.8% | +11.3% | +15.1% |
| 3M | +1.6% | -3.8% | +5.4% | +3.3% |
| 6M | +8.5% | +11.7% | -3.2% | +3.5% |
| YTD | +18.6% | +17.5% | +1.1% | +10.6% |
| 1Y | +5.7% | +33.8% | -28.0% | -6.4% |
| 3Y | +74.0% | +104.2% | -30.2% | +29.5% |
| 5Y | +83.9% | +26.4% | +57.5% | +64.0% |
| All | +83.9% | +26.3% | +57.6% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling