+351.3%
FERG vs XLB
+163.8%
+187.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -2.6% | -2.8% | +0.3% | -1.2% |
| 30D | -8.9% | -3.1% | -5.8% | -7.5% |
| 3M | -2.0% | -0.2% | -1.9% | -2.0% |
| 6M | -3.2% | +3.1% | -6.3% | -4.5% |
| YTD | +1.5% | +13.3% | -11.8% | -4.0% |
| 1Y | +0.5% | +12.0% | -11.6% | -4.5% |
| 3Y | +50.4% | +31.4% | +19.0% | +34.9% |
| 5Y | +68.7% | +33.9% | +34.8% | +50.1% |
| All | +351.3% | +163.8% | +187.5% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling