+66.7%
FERG vs XLB
+44.2%
+22.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -2.3% |
| 7D | +8.2% | 0.0% | +8.1% | +8.4% |
| 30D | +14.4% | +5.3% | +9.1% | +8.9% |
| 3M | +4.3% | 0.0% | +4.3% | +4.5% |
| 6M | +7.9% | +1.2% | +6.6% | +6.5% |
| YTD | +16.3% | +16.9% | -0.6% | -1.3% |
| 1Y | +2.2% | +20.9% | -18.7% | -16.2% |
| All | +66.7% | +44.2% | +22.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling