+3.1%
FERG vs XYZ
+19.9%
-16.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.3% | -12.6% | +0.5% |
| 7D | +7.7% | +16.5% | -8.8% | +5.2% |
| 30D | +11.5% | +15.0% | -3.5% | +9.1% |
| 3M | -2.4% | +3.5% | -5.9% | -3.2% |
| 6M | -4.0% | +21.9% | -25.9% | -7.0% |
| YTD | +13.4% | +34.6% | -21.3% | +7.7% |
| 1Y | +3.1% | +20.7% | -17.7% | -0.3% |
| All | +3.1% | +19.9% | -16.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling