+52.6%
XOM vs FERG
+3.8%
+48.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.3% | -4.3% |
| 7D | -7.0% | +7.7% | -14.7% | -6.2% |
| 30D | +3.2% | +11.5% | -8.3% | +4.5% |
| 3M | +10.7% | -2.4% | +13.0% | +10.8% |
| 6M | +11.6% | -4.0% | +15.6% | +13.4% |
| YTD | +43.5% | +13.4% | +30.1% | +45.1% |
| 1Y | +52.6% | +3.1% | +49.5% | +53.2% |
| All | +52.6% | +3.8% | +48.8% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling