+1,348.4%
FERG vs XHB
+682.6%
+665.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +2.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -10.2% | -6.9% | -3.3% | -8.5% |
| 3M | -0.6% | -1.3% | +0.7% | -0.2% |
| 6M | -6.5% | -6.8% | +0.3% | -4.8% |
| YTD | +4.2% | +0.7% | +3.4% | +4.1% |
| 1Y | -2.3% | -11.2% | +9.0% | +0.8% |
| 3Y | +48.5% | +25.3% | +23.2% | +43.0% |
| 5Y | +72.0% | +37.3% | +34.7% | +60.2% |
| 10Y | +369.9% | +211.5% | +158.4% | +314.2% |
| All | +1,348.4% | +682.6% | +665.8% | +1,220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling