+34.1%
XLP vs FERG
+71.2%
-37.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -10.2% | +9.3% | +0.4% |
| 3M | +3.8% | -0.6% | +4.4% | +3.7% |
| 6M | -1.7% | -6.5% | +4.8% | -1.2% |
| YTD | +10.3% | +4.2% | +6.1% | +9.2% |
| 1Y | +7.8% | -2.3% | +10.1% | +7.4% |
| 3Y | +27.2% | +48.5% | -21.3% | +15.9% |
| All | +34.1% | +71.2% | -37.1% | +15.6% |
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 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