+1,348.4%
FERG vs USB
+360.3%
+988.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | +1.4% | -1.5% | -0.3% |
| 30D | -10.2% | -1.3% | -8.9% | -10.0% |
| 3M | -0.6% | +15.2% | -15.8% | -2.9% |
| 6M | -6.5% | +18.8% | -25.4% | -9.2% |
| YTD | +4.2% | +21.0% | -16.8% | +0.9% |
| 1Y | -2.3% | +34.0% | -36.3% | -6.9% |
| 3Y | +48.5% | +95.3% | -46.8% | +34.3% |
| 5Y | +72.0% | +40.4% | +31.6% | +58.8% |
| 10Y | +369.9% | +107.3% | +262.6% | +333.5% |
| All | +1,348.4% | +360.3% | +988.1% | +1,218.5% |
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