+12.3%
XLI vs FERG
+3.8%
+8.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.1% |
| 7D | +0.6% | +7.7% | -7.1% | -2.2% |
| 30D | -0.4% | +11.5% | -11.9% | -4.4% |
| 3M | -8.8% | -2.4% | -6.5% | -8.3% |
| 6M | -0.4% | -4.0% | +3.6% | +0.7% |
| YTD | +10.1% | +13.4% | -3.2% | +5.0% |
| 1Y | +12.3% | +3.1% | +9.2% | +9.1% |
| All | +12.3% | +3.8% | +8.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling