+135.4%
XLP vs FERG
+432.6%
-297.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.3% | +7.2% | -4.9% | +1.8% |
| 30D | +9.1% | +17.9% | -8.8% | +7.8% |
| 3M | +7.9% | -1.3% | +9.1% | +7.8% |
| 6M | +9.6% | +8.3% | +1.3% | +8.8% |
| YTD | +19.4% | +18.3% | +1.1% | +17.8% |
| 1Y | +22.4% | +4.7% | +17.7% | +21.6% |
| 3Y | +43.2% | +70.3% | -27.1% | +36.7% |
| 5Y | +42.6% | +84.6% | -42.1% | +33.7% |
| 10Y | +135.4% | +430.3% | -294.9% | +102.6% |
| All | +135.4% | +432.6% | -297.2% | +102.6% |
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