+1,879.8%
XLK vs FERG
+1,301.2%
+578.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -0.5% | -11.8% | +11.3% | +1.4% |
| 3M | +5.0% | -1.2% | +6.2% | +5.1% |
| 6M | +32.9% | -2.3% | +35.2% | +33.0% |
| YTD | +29.0% | +0.8% | +28.2% | +28.5% |
| 1Y | +37.8% | +0.5% | +37.4% | +37.2% |
| 3Y | +118.7% | +51.4% | +67.3% | +105.7% |
| 5Y | +145.6% | +67.5% | +78.1% | +126.4% |
| 10Y | +791.5% | +348.1% | +443.4% | +688.1% |
| All | +1,879.8% | +1,301.2% | +578.6% | +1,605.5% |
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