+192.9%
XOM vs FERG
+351.3%
-158.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | +4.1% | -2.6% | +6.7% | +4.3% |
| 30D | +4.6% | -8.9% | +13.5% | +5.5% |
| 3M | +14.0% | -2.0% | +16.0% | +14.0% |
| 6M | +11.0% | -3.2% | +14.2% | +10.8% |
| YTD | +40.7% | +1.5% | +39.2% | +39.7% |
| 1Y | +52.3% | +0.5% | +51.8% | +51.1% |
| 3Y | +60.5% | +50.4% | +10.0% | +50.7% |
| 5Y | +266.4% | +68.7% | +197.7% | +235.7% |
| All | +192.9% | +351.3% | -158.4% | +143.1% |
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