+75.9%
UBER vs FERG
+276.6%
-200.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.2% |
| 7D | -2.8% | +3.4% | -6.2% | -3.7% |
| 30D | -2.5% | -11.5% | +9.0% | +0.7% |
| 3M | +4.4% | +1.3% | +3.1% | +3.8% |
| 6M | -2.7% | -1.0% | -1.7% | -2.8% |
| YTD | -10.5% | +3.2% | -13.7% | -12.0% |
| 1Y | -22.5% | -3.0% | -19.5% | -22.7% |
| 3Y | +54.8% | +55.0% | -0.2% | +35.0% |
| 5Y | +82.5% | +72.6% | +9.9% | +52.0% |
| All | +75.9% | +276.6% | -200.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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