+816.2%
XLY vs FERG
+1,311.2%
-495.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.7% | -2.6% | +0.9% | -1.3% |
| 30D | -4.2% | -8.9% | +4.7% | -2.8% |
| 3M | -2.7% | -2.0% | -0.6% | -2.5% |
| 6M | -0.6% | -3.2% | +2.6% | -0.3% |
| YTD | -5.0% | +1.5% | -6.5% | -5.4% |
| 1Y | -4.1% | +0.5% | -4.6% | -4.5% |
| 3Y | +33.6% | +50.4% | -16.8% | +25.4% |
| 5Y | +28.7% | +68.7% | -40.0% | +18.2% |
| 10Y | +219.6% | +351.3% | -131.7% | +180.1% |
| All | +816.2% | +1,311.2% | -495.0% | +690.9% |
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