+421.0%
FERG vs XLB
+164.1%
+256.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.0% |
| 7D | +8.2% | 0.0% | +8.1% | +8.3% |
| 30D | +14.4% | +5.3% | +9.1% | +11.7% |
| 3M | +4.3% | 0.0% | +4.3% | +4.5% |
| 6M | +7.9% | +1.2% | +6.6% | +7.4% |
| YTD | +16.3% | +16.9% | -0.6% | +8.4% |
| 1Y | +2.2% | +20.9% | -18.7% | -6.1% |
| 3Y | +67.3% | +43.3% | +24.0% | +45.1% |
| 5Y | +75.3% | +28.3% | +47.0% | +55.6% |
| All | +421.0% | +164.1% | +256.9% | +300.3% |
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