+351.3%
FERG vs XHB
+215.4%
+135.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | -2.6% | -4.6% | +2.1% | -0.7% |
| 30D | -8.9% | -9.1% | +0.2% | -5.3% |
| 3M | -2.0% | -8.6% | +6.5% | +1.4% |
| 6M | -3.2% | -4.0% | +0.8% | -1.7% |
| YTD | +1.5% | -3.9% | +5.4% | +3.1% |
| 1Y | +0.5% | -16.5% | +16.9% | +7.7% |
| 3Y | +50.4% | +22.6% | +27.8% | +42.5% |
| 5Y | +68.7% | +33.9% | +34.7% | +51.7% |
| All | +351.3% | +215.4% | +135.9% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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