+1,526.4%
FERG vs XHB
+678.0%
+848.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +9.7% | -0.2% | +10.0% | +9.9% |
| 30D | +15.0% | +9.9% | +5.1% | +12.1% |
| 3M | +3.8% | -6.3% | +10.0% | +5.7% |
| 6M | +10.6% | +3.8% | +6.8% | +9.6% |
| YTD | +17.0% | +0.1% | +16.8% | +17.1% |
| 1Y | +7.1% | -0.8% | +7.9% | +7.5% |
| 3Y | +67.7% | +35.6% | +32.1% | +59.5% |
| 5Y | +76.4% | +29.6% | +46.9% | +65.2% |
| 10Y | +424.2% | +237.5% | +186.7% | +362.1% |
| All | +1,526.4% | +678.0% | +848.3% | +1,385.2% |
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