+283.0%
FERG vs XLC
+137.2%
+145.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.2% |
| 7D | +9.7% | +3.7% | +6.0% | +8.2% |
| 30D | +15.0% | -1.9% | +17.0% | +16.0% |
| 3M | +3.8% | -3.1% | +6.9% | +4.9% |
| 6M | +10.6% | -6.4% | +17.0% | +13.3% |
| YTD | +17.0% | -6.8% | +23.8% | +20.1% |
| 1Y | +7.1% | -1.7% | +8.8% | +7.6% |
| 3Y | +67.7% | +64.7% | +3.1% | +39.2% |
| 5Y | +76.4% | +41.1% | +35.3% | +44.5% |
| All | +283.0% | +137.2% | +145.8% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling