+406.1%
FERG vs XYZ
+615.2%
-209.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +3.4% | +2.9% | +0.5% | +3.0% |
| 30D | -11.5% | +1.4% | -12.9% | -11.7% |
| 3M | +1.3% | +14.6% | -13.3% | -0.4% |
| 6M | -1.0% | +20.8% | -21.7% | -3.3% |
| YTD | +3.2% | +23.1% | -19.8% | +0.2% |
| 1Y | -3.0% | +5.6% | -8.6% | -4.4% |
| 3Y | +55.0% | +50.9% | +4.1% | +44.9% |
| 5Y | +72.6% | -68.6% | +141.2% | +69.5% |
| 10Y | +358.9% | +580.0% | -221.0% | +343.1% |
| All | +406.1% | +615.2% | -209.1% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling