+55.0%
FERG vs XRT
+42.5%
+12.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | +0.5% |
| 7D | +3.4% | -0.3% | +3.6% | +3.6% |
| 30D | -11.5% | -5.6% | -5.9% | -8.0% |
| 3M | +1.3% | +2.5% | -1.3% | -0.6% |
| 6M | -1.0% | +3.7% | -4.6% | -3.8% |
| YTD | +3.2% | +1.0% | +2.2% | +2.1% |
| 1Y | -3.0% | -1.2% | -1.8% | -2.7% |
| 3Y | +55.0% | +43.4% | +11.7% | +30.3% |
| All | +55.0% | +42.5% | +12.5% | +30.3% |
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