+120.4%
XLK vs FERG
+51.9%
+68.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.2% | -2.6% | +2.8% | +1.1% |
| 30D | -0.6% | -8.9% | +8.3% | +2.5% |
| 3M | +2.6% | -2.0% | +4.6% | +3.0% |
| 6M | +34.0% | -3.2% | +37.2% | +34.3% |
| YTD | +30.7% | +1.5% | +29.2% | +28.6% |
| 1Y | +39.2% | +0.5% | +38.7% | +36.8% |
| 3Y | +120.4% | +50.4% | +70.0% | +83.4% |
| All | +120.4% | +51.9% | +68.5% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling