+69.2%
FERG vs USFR
+20.4%
+48.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -15.1% | +0.3% | -15.3% | -15.1% |
| 3M | -4.8% | +1.0% | -5.8% | -4.8% |
| 6M | -2.5% | +1.9% | -4.4% | -2.6% |
| YTD | +1.8% | +2.7% | -0.8% | +1.2% |
| 1Y | -0.3% | +4.0% | -4.3% | -2.0% |
| 3Y | +52.9% | +14.0% | +38.9% | +29.1% |
| All | +69.2% | +20.4% | +48.8% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling