+441.9%
FERG vs USFR
+27.5%
+414.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.2% | +0.3% | -10.5% | -10.2% |
| 3M | -0.6% | +1.0% | -1.6% | -0.8% |
| 6M | -6.5% | +1.9% | -8.5% | -6.9% |
| YTD | +4.2% | +2.6% | +1.6% | +3.5% |
| 1Y | -2.3% | +4.0% | -6.3% | -3.2% |
| 3Y | +48.5% | +14.1% | +34.4% | +43.3% |
| 5Y | +72.0% | +20.4% | +51.6% | +63.6% |
| 10Y | +369.9% | +28.0% | +341.9% | +335.0% |
| All | +441.9% | +27.5% | +414.3% | +397.9% |
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