+80.4%
XLI vs FERG
+66.7%
+13.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -8.2% | -11.8% | +3.7% | -4.0% |
| 3M | +0.8% | -1.2% | +2.0% | +0.9% |
| 6M | +0.8% | -2.3% | +3.1% | +1.2% |
| YTD | +10.5% | +0.8% | +9.7% | +9.6% |
| 1Y | +14.1% | +0.5% | +13.7% | +12.6% |
| 3Y | +68.6% | +51.4% | +17.2% | +38.1% |
| 5Y | +80.4% | +67.5% | +12.9% | +34.2% |
| All | +80.4% | +66.7% | +13.7% | +34.2% |
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