-2.3%
FERG vs XLC
0.0%
-2.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +3.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -10.2% | +1.0% | -11.2% | -10.8% |
| 3M | -0.6% | -0.7% | +0.1% | +0.1% |
| 6M | -6.5% | -5.1% | -1.4% | -3.3% |
| YTD | +4.2% | -4.3% | +8.5% | +6.8% |
| 1Y | -2.3% | -0.6% | -1.7% | -1.9% |
| All | -2.3% | 0.0% | -2.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling