+351.3%
FERG vs XME
+421.4%
-70.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -2.6% | -4.2% | +1.6% | -1.6% |
| 30D | -8.9% | -2.7% | -6.2% | -8.4% |
| 3M | -2.0% | -3.9% | +1.9% | -1.4% |
| 6M | -3.2% | -1.0% | -2.2% | -3.5% |
| YTD | +1.5% | +9.8% | -8.3% | -1.2% |
| 1Y | +0.5% | +32.5% | -32.1% | -6.4% |
| 3Y | +50.4% | +124.3% | -73.9% | +25.5% |
| 5Y | +68.7% | +165.8% | -97.1% | +38.2% |
| All | +351.3% | +421.4% | -70.0% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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