+732.7%
XLI vs FERG
+1,335.0%
-602.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.0% | +3.4% | -2.4% | +0.5% |
| 30D | -5.8% | -11.5% | +5.7% | -4.2% |
| 3M | +0.7% | +1.3% | -0.6% | +0.4% |
| 6M | +3.2% | -1.0% | +4.1% | +3.2% |
| YTD | +13.0% | +3.2% | +9.8% | +12.5% |
| 1Y | +16.8% | -3.0% | +19.7% | +16.9% |
| 3Y | +72.4% | +55.0% | +17.4% | +62.7% |
| 5Y | +82.8% | +72.6% | +10.1% | +69.4% |
| 10Y | +252.4% | +358.9% | -106.5% | +209.4% |
| All | +732.7% | +1,335.0% | -602.3% | +606.8% |
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