+348.1%
FERG vs XRT
+125.1%
+223.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.0% | -3.6% | +2.6% | +0.1% |
| 30D | -11.8% | -6.7% | -5.1% | -9.9% |
| 3M | -1.2% | -1.4% | +0.2% | -0.8% |
| 6M | -2.3% | +1.7% | -4.0% | -2.8% |
| YTD | +0.8% | -1.5% | +2.3% | +1.3% |
| 1Y | +0.5% | -2.5% | +3.0% | +1.2% |
| 3Y | +51.4% | +39.9% | +11.5% | +39.1% |
| 5Y | +67.5% | -2.6% | +70.1% | +59.1% |
| All | +348.1% | +125.1% | +223.1% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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