+253.9%
XLI vs FERG
+351.3%
-97.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -1.7% | -2.6% | +0.9% | -1.1% |
| 30D | -7.3% | -8.9% | +1.6% | -5.5% |
| 3M | -1.3% | -2.0% | +0.7% | -1.1% |
| 6M | +2.2% | -3.2% | +5.4% | +2.7% |
| YTD | +11.7% | +1.5% | +10.2% | +11.2% |
| 1Y | +14.3% | +0.5% | +13.8% | +13.7% |
| 3Y | +70.3% | +50.4% | +19.9% | +57.0% |
| 5Y | +82.3% | +68.7% | +13.6% | +63.0% |
| All | +253.9% | +351.3% | -97.4% | +181.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling