+528.8%
XLF vs FERG
+1,315.5%
-786.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.3% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -1.3% | -15.1% | +13.8% | +0.6% |
| 3M | +9.1% | -4.8% | +14.0% | +9.6% |
| 6M | +14.4% | -2.5% | +16.8% | +14.4% |
| YTD | +5.1% | +1.8% | +3.3% | +4.6% |
| 1Y | +8.6% | -0.3% | +9.0% | +8.2% |
| 3Y | +74.4% | +52.9% | +21.5% | +65.1% |
| 5Y | +64.4% | +69.3% | -4.9% | +52.8% |
| 10Y | +251.6% | +352.7% | -101.1% | +211.0% |
| All | +528.8% | +1,315.5% | -786.7% | +454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling