+19.9%
XBI vs FERG
+67.5%
-47.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -4.6% | -2.6% | -2.1% | -3.7% |
| 30D | -2.0% | -8.9% | +6.9% | +1.5% |
| 3M | +17.8% | -2.0% | +19.8% | +17.9% |
| 6M | +23.7% | -3.2% | +26.9% | +24.0% |
| YTD | +28.2% | +1.5% | +26.7% | +25.7% |
| 1Y | +64.0% | +0.5% | +63.5% | +60.4% |
| 3Y | +99.4% | +50.4% | +49.0% | +56.4% |
| All | +19.9% | +67.5% | -47.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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