+214.8%
UPS vs FERG
+1,348.4%
-1,133.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.5% | -10.2% | +6.7% | -2.3% |
| 3M | -5.7% | -0.6% | -5.1% | -5.7% |
| 6M | -4.4% | -6.5% | +2.2% | -3.7% |
| YTD | +8.0% | +4.2% | +3.8% | +7.5% |
| 1Y | +29.0% | -2.3% | +31.3% | +29.1% |
| 3Y | -27.7% | +48.5% | -76.2% | -30.9% |
| 5Y | -34.3% | +72.0% | -106.4% | -38.4% |
| 10Y | +37.8% | +369.9% | -332.1% | +25.4% |
| All | +214.8% | +1,348.4% | -1,133.6% | +158.5% |
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