+232.4%
FERG vs XLC
+145.0%
+87.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | -8.9% | +2.1% | -11.0% | -9.7% |
| 3M | -2.0% | +0.7% | -2.7% | -2.5% |
| 6M | -3.2% | -3.2% | 0.0% | -2.0% |
| YTD | +1.5% | -3.8% | +5.3% | +2.9% |
| 1Y | +0.5% | -2.0% | +2.5% | +1.2% |
| 3Y | +50.4% | +71.4% | -20.9% | +22.9% |
| 5Y | +68.7% | +40.7% | +28.0% | +37.2% |
| All | +232.4% | +145.0% | +87.4% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling