+74.2%
XLF vs FERG
+51.9%
+22.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.5% | -2.6% | +1.1% | -0.9% |
| 30D | -1.2% | -8.9% | +7.7% | +0.9% |
| 3M | +9.2% | -2.0% | +11.2% | +9.3% |
| 6M | +16.3% | -3.2% | +19.5% | +16.4% |
| YTD | +5.4% | +1.5% | +3.9% | +4.3% |
| 1Y | +7.6% | +0.5% | +7.1% | +6.3% |
| 3Y | +74.2% | +50.4% | +23.8% | +50.4% |
| All | +74.2% | +51.9% | +22.3% | +50.4% |
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