+225.7%
XLE vs FERG
+72.9%
+152.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | 0.0% | +3.4% | -3.4% | -0.7% |
| 30D | +12.6% | -11.5% | +24.2% | +15.3% |
| 3M | +11.8% | +1.3% | +10.6% | +11.0% |
| 6M | +16.1% | -1.0% | +17.0% | +15.2% |
| YTD | +46.9% | +3.2% | +43.7% | +44.1% |
| 1Y | +53.3% | -3.0% | +56.2% | +51.9% |
| 3Y | +54.9% | +55.0% | -0.1% | +32.4% |
| 5Y | +225.7% | +72.6% | +153.1% | +149.8% |
| All | +225.7% | +72.9% | +152.8% | +149.8% |
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