+64.3%
XLF vs FERG
+67.5%
-3.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | -1.2% | -8.9% | +7.7% | +1.6% |
| 3M | +9.2% | -2.0% | +11.2% | +9.4% |
| 6M | +16.3% | -3.2% | +19.5% | +16.5% |
| YTD | +5.4% | +1.5% | +3.9% | +3.8% |
| 1Y | +7.6% | +0.5% | +7.1% | +5.7% |
| 3Y | +74.2% | +50.4% | +23.8% | +41.8% |
| All | +64.3% | +67.5% | -3.3% | +20.4% |
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 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