+508.4%
FERG vs USFR
+28.6%
+479.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +0.1% | +9.7% | +9.7% |
| 30D | +15.0% | +0.4% | +14.7% | +14.9% |
| 3M | +3.8% | +1.1% | +2.7% | +3.5% |
| 6M | +10.6% | +2.0% | +8.6% | +10.1% |
| YTD | +17.0% | +3.5% | +13.5% | +16.0% |
| 1Y | +7.1% | +4.1% | +3.0% | +6.1% |
| 3Y | +67.7% | +14.4% | +53.4% | +61.8% |
| 5Y | +76.4% | +21.4% | +55.0% | +67.5% |
| 10Y | +424.2% | +28.6% | +395.7% | +385.6% |
| All | +508.4% | +28.6% | +479.8% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling