+1,526.4%
FERG vs XLB
+337.5%
+1,188.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | +0.5% | +9.2% | +9.6% |
| 30D | +15.0% | +5.2% | +9.9% | +13.4% |
| 3M | +3.8% | +0.3% | +3.4% | +3.8% |
| 6M | +10.6% | +1.2% | +9.4% | +10.4% |
| YTD | +17.0% | +16.6% | +0.3% | +12.2% |
| 1Y | +7.1% | +21.4% | -14.4% | +1.6% |
| 3Y | +67.7% | +43.2% | +24.5% | +54.2% |
| 5Y | +76.4% | +28.0% | +48.4% | +64.5% |
| 10Y | +424.2% | +164.8% | +259.5% | +363.2% |
| All | +1,526.4% | +337.5% | +1,188.8% | +1,391.6% |
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