+351.3%
FERG vs USFR
+28.1%
+323.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.4% |
| 30D | -8.9% | +0.4% | -9.3% | -8.5% |
| 3M | -2.0% | +1.0% | -3.1% | -0.9% |
| 6M | -3.2% | +2.0% | -5.2% | -1.1% |
| YTD | +1.5% | +2.8% | -1.3% | +4.5% |
| 1Y | +0.5% | +4.1% | -3.6% | +4.7% |
| 3Y | +50.4% | +14.1% | +36.3% | +70.4% |
| 5Y | +68.7% | +20.6% | +48.1% | +102.0% |
| All | +351.3% | +28.1% | +323.2% | +458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling