+1,394.3%
FERG vs USB
+338.1%
+1,056.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.8% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | +5.5% | +4.3% | +1.2% | +4.8% |
| 3M | -7.3% | -6.1% | -1.3% | -6.4% |
| 6M | -6.1% | +9.4% | -15.5% | -7.5% |
| YTD | +7.5% | +15.2% | -7.7% | +5.0% |
| 1Y | -3.9% | +32.8% | -36.7% | -8.2% |
| 3Y | +57.3% | +91.3% | -34.0% | +43.1% |
| 5Y | +68.9% | +22.7% | +46.2% | +57.8% |
| 10Y | +439.0% | +97.0% | +342.0% | +401.4% |
| All | +1,394.3% | +338.1% | +1,056.2% | +1,271.5% |
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