-2.3%
FERG vs XLB
+17.4%
-19.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.6% |
| 7D | 0.0% | -1.4% | +1.4% | +1.2% |
| 30D | -10.2% | -0.4% | -9.8% | -9.9% |
| 3M | -0.6% | +2.0% | -2.5% | -2.6% |
| 6M | -6.5% | +1.8% | -8.4% | -8.3% |
| YTD | +4.2% | +16.6% | -12.4% | -10.3% |
| 1Y | -2.3% | +16.9% | -19.2% | -16.5% |
| All | -2.3% | +17.4% | -19.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling