+78.0%
FERG vs USB
+25.1%
+53.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | +9.7% | +2.6% | +7.2% | +8.7% |
| 30D | +15.0% | +8.4% | +6.6% | +11.4% |
| 3M | +3.8% | -5.5% | +9.3% | +6.2% |
| 6M | +10.6% | +17.7% | -7.1% | +3.2% |
| YTD | +17.0% | +17.6% | -0.6% | +9.1% |
| 1Y | +7.1% | +33.9% | -26.8% | -5.3% |
| 3Y | +67.7% | +103.8% | -36.1% | +24.9% |
| All | +78.0% | +25.1% | +53.0% | +58.9% |
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