+54.9%
XLE vs FERG
+54.4%
+0.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | 0.0% | +3.4% | -3.4% | -0.5% |
| 30D | +12.6% | -11.5% | +24.2% | +14.6% |
| 3M | +11.8% | +1.3% | +10.6% | +11.2% |
| 6M | +16.1% | -1.0% | +17.0% | +15.3% |
| YTD | +46.9% | +3.2% | +43.7% | +44.4% |
| 1Y | +53.3% | -3.0% | +56.2% | +52.1% |
| 3Y | +54.9% | +55.0% | -0.1% | +33.4% |
| All | +54.9% | +54.4% | +0.5% | +33.4% |
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