+387.4%
XLU vs FERG
+1,301.2%
-913.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.2% | -1.0% | -0.2% | -1.1% |
| 30D | -2.5% | -11.8% | +9.3% | -1.9% |
| 3M | -2.7% | -1.2% | -1.5% | -2.7% |
| 6M | -7.5% | -2.3% | -5.1% | -7.4% |
| YTD | +0.9% | +0.8% | +0.2% | +0.8% |
| 1Y | +3.3% | +0.5% | +2.8% | +3.1% |
| 3Y | +47.3% | +51.4% | -4.1% | +43.8% |
| 5Y | +44.4% | +67.5% | -23.1% | +39.5% |
| 10Y | +140.8% | +348.1% | -207.3% | +129.2% |
| All | +387.4% | +1,301.2% | -913.9% | +358.2% |
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