+135.9%
XLU vs FERG
+351.3%
-215.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -2.6% | +1.0% | -1.4% |
| 30D | -3.3% | -8.9% | +5.6% | -2.6% |
| 3M | -3.2% | -2.0% | -1.1% | -3.1% |
| 6M | -7.0% | -3.2% | -3.8% | -6.9% |
| YTD | +0.6% | +1.5% | -0.9% | +0.3% |
| 1Y | +2.4% | +0.5% | +2.0% | +2.1% |
| 3Y | +46.3% | +50.4% | -4.2% | +40.8% |
| 5Y | +44.0% | +68.7% | -24.7% | +36.0% |
| All | +135.9% | +351.3% | -215.4% | +122.5% |
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 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