+72.6%
FERG vs XRT
-1.7%
+74.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | +0.3% |
| 7D | +3.4% | -0.3% | +3.6% | +3.5% |
| 30D | -11.5% | -5.6% | -5.9% | -8.5% |
| 3M | +1.3% | +2.5% | -1.3% | -0.3% |
| 6M | -1.0% | +3.7% | -4.6% | -3.3% |
| YTD | +3.2% | +1.0% | +2.2% | +2.4% |
| 1Y | -3.0% | -1.2% | -1.8% | -2.6% |
| 3Y | +55.0% | +43.4% | +11.7% | +26.7% |
| 5Y | +72.6% | -0.7% | +73.4% | +57.5% |
| All | +72.6% | -1.7% | +74.4% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling