+71.5%
FERG vs USB
+40.0%
+31.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | +1.4% | -1.5% | -0.6% |
| 30D | -10.2% | -1.3% | -8.9% | -9.7% |
| 3M | -0.6% | +15.2% | -15.8% | -6.3% |
| 6M | -6.5% | +18.8% | -25.4% | -13.0% |
| YTD | +4.2% | +21.0% | -16.8% | -4.0% |
| 1Y | -2.3% | +34.0% | -36.3% | -13.7% |
| 3Y | +48.5% | +95.3% | -46.8% | +12.1% |
| All | +71.5% | +40.0% | +31.5% | +42.8% |
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