+50.9%
FERG vs USFR
+14.0%
+36.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +1.0% |
| 30D | -15.1% | +0.3% | -15.3% | -14.5% |
| 3M | -4.8% | +1.0% | -5.8% | -2.2% |
| 6M | -2.5% | +1.9% | -4.4% | +2.5% |
| YTD | +1.8% | +2.7% | -0.8% | +8.3% |
| 1Y | -0.3% | +4.0% | -4.3% | +7.8% |
| All | +50.9% | +14.0% | +36.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling