+1,348.4%
FERG vs XLB
+337.3%
+1,011.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | -0.6% | +2.0% | -2.5% | -1.2% |
| 6M | -6.5% | +1.8% | -8.4% | -7.0% |
| YTD | +4.2% | +16.6% | -12.4% | -0.2% |
| 1Y | -2.3% | +16.9% | -19.2% | -6.4% |
| 3Y | +48.5% | +32.6% | +15.9% | +38.5% |
| 5Y | +72.0% | +35.6% | +36.4% | +59.4% |
| 10Y | +369.9% | +160.0% | +209.9% | +315.0% |
| All | +1,348.4% | +337.3% | +1,011.2% | +1,227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling