+65.0%
FERG vs USB
+21.6%
+43.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.0% |
| 30D | +8.7% | +5.8% | +2.8% | +6.2% |
| 3M | -7.4% | -6.0% | -1.5% | -5.1% |
| 6M | -6.6% | +7.8% | -14.4% | -9.7% |
| YTD | +6.6% | +14.6% | -8.0% | +0.4% |
| 1Y | -3.6% | +31.8% | -35.4% | -14.2% |
| 3Y | +56.4% | +91.5% | -35.1% | +19.2% |
| All | +65.0% | +21.6% | +43.4% | +49.0% |
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