+1,476.0%
FERG vs USB
+347.5%
+1,128.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | +7.7% | +2.4% | +5.3% | +7.3% |
| 30D | +11.5% | +6.6% | +4.9% | +10.3% |
| 3M | -2.4% | -4.1% | +1.7% | -1.7% |
| 6M | -4.0% | +12.5% | -16.5% | -5.9% |
| YTD | +13.4% | +17.6% | -4.3% | +10.3% |
| 1Y | +3.1% | +36.5% | -33.4% | -2.0% |
| 3Y | +65.9% | +95.4% | -29.5% | +50.4% |
| 5Y | +77.8% | +26.1% | +51.7% | +65.5% |
| 10Y | +468.5% | +101.3% | +367.2% | +426.9% |
| All | +1,476.0% | +347.5% | +1,128.5% | +1,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling