+1,348.4%
FERG vs XRT
+507.2%
+841.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -10.2% | -4.2% | -6.0% | -9.2% |
| 3M | -0.6% | +5.1% | -5.7% | -1.8% |
| 6M | -6.5% | +2.4% | -8.9% | -7.1% |
| YTD | +4.2% | +3.2% | +1.0% | +3.4% |
| 1Y | -2.3% | +1.5% | -3.8% | -2.6% |
| 3Y | +48.5% | +40.6% | +7.9% | +38.7% |
| 5Y | +72.0% | -1.0% | +73.0% | +64.4% |
| 10Y | +369.9% | +128.4% | +241.5% | +329.9% |
| All | +1,348.4% | +507.2% | +841.2% | +1,280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling