+169.4%
XLV vs FERG
+351.3%
-181.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -2.6% | -1.0% | -3.2% |
| 30D | -1.8% | -8.9% | +7.1% | -0.7% |
| 3M | +7.8% | -2.0% | +9.8% | +7.9% |
| 6M | +9.1% | -3.2% | +12.3% | +9.2% |
| YTD | +7.7% | +1.5% | +6.2% | +7.2% |
| 1Y | +20.4% | +0.5% | +19.9% | +19.7% |
| 3Y | +30.8% | +50.4% | -19.6% | +23.0% |
| 5Y | +34.6% | +68.7% | -34.1% | +23.6% |
| All | +169.4% | +351.3% | -181.9% | +119.4% |
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