+351.3%
FERG vs SHEL
+214.0%
+137.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | +4.1% | -6.7% | -3.0% |
| 30D | -8.9% | +8.4% | -17.3% | -9.8% |
| 3M | -2.0% | +13.7% | -15.8% | -3.7% |
| 6M | -3.2% | +12.7% | -15.9% | -4.8% |
| YTD | +1.5% | +35.3% | -33.8% | -2.6% |
| 1Y | +0.5% | +39.4% | -38.9% | -4.0% |
| 3Y | +50.4% | +71.5% | -21.0% | +40.2% |
| 5Y | +68.7% | +195.0% | -126.3% | +51.5% |
| All | +351.3% | +214.0% | +137.3% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling