+429.1%
XLP vs FERG
+1,382.0%
-952.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | +10.3% | +8.7% | +1.6% | +9.8% |
| 3M | +6.5% | -7.4% | +14.0% | +6.9% |
| 6M | +8.4% | -6.6% | +15.0% | +8.6% |
| YTD | +18.2% | +6.6% | +11.6% | +17.7% |
| 1Y | +22.4% | -3.6% | +26.0% | +22.4% |
| 3Y | +41.9% | +56.4% | -14.5% | +38.3% |
| 5Y | +40.9% | +67.5% | -26.6% | +36.0% |
| 10Y | +128.4% | +434.6% | -306.2% | +115.2% |
| All | +429.1% | +1,382.0% | -952.9% | +394.9% |
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