+793.5%
XBI vs FERG
+1,301.2%
-507.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -4.6% | -1.0% | -3.6% | -4.5% |
| 30D | -0.8% | -11.8% | +11.0% | +1.1% |
| 3M | +21.8% | -1.2% | +23.1% | +21.8% |
| 6M | +23.2% | -2.3% | +25.5% | +23.3% |
| YTD | +28.7% | +0.8% | +28.0% | +28.2% |
| 1Y | +67.8% | +0.5% | +67.3% | +66.9% |
| 3Y | +100.6% | +51.4% | +49.3% | +88.4% |
| 5Y | +19.8% | +67.5% | -47.7% | +10.2% |
| 10Y | +159.7% | +348.1% | -188.4% | +125.6% |
| All | +793.5% | +1,301.2% | -507.7% | +670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling