+66.7%
FERG vs XRT
+58.0%
+8.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.3% |
| 7D | +8.2% | -0.4% | +8.6% | +8.7% |
| 30D | +14.4% | +7.5% | +6.9% | +8.9% |
| 3M | +4.3% | +2.3% | +2.0% | +2.7% |
| 6M | +7.9% | +12.8% | -5.0% | -1.1% |
| YTD | +16.3% | +7.1% | +9.2% | +10.5% |
| 1Y | +2.2% | +12.3% | -10.0% | -6.1% |
| All | +66.7% | +58.0% | +8.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling