+65.1%
XLE vs FERG
+73.2%
-8.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.9% |
| 7D | -7.9% | +7.3% | -15.2% | -8.8% |
| 30D | -4.8% | +18.1% | -23.0% | -7.0% |
| 3M | +8.4% | +1.6% | +6.7% | +8.1% |
| 6M | +12.7% | +8.5% | +4.1% | +11.1% |
| YTD | +41.3% | +18.6% | +22.7% | +36.1% |
| 1Y | +42.3% | +5.7% | +36.6% | +40.3% |
| 3Y | +65.1% | +74.0% | -8.9% | +45.4% |
| All | +65.1% | +73.2% | -8.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling