+330.9%
XOM vs FERG
+1,335.0%
-1,004.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | -2.4% | +3.4% | -5.7% | -2.6% |
| 30D | +5.7% | -11.5% | +17.2% | +6.5% |
| 3M | +6.6% | +1.3% | +5.3% | +6.3% |
| 6M | +7.7% | -1.0% | +8.6% | +7.4% |
| YTD | +36.2% | +3.2% | +33.0% | +35.4% |
| 1Y | +50.5% | -3.0% | +53.5% | +50.1% |
| 3Y | +53.4% | +55.0% | -1.7% | +46.9% |
| 5Y | +254.2% | +72.6% | +181.5% | +234.4% |
| 10Y | +177.9% | +358.9% | -181.0% | +152.2% |
| All | +330.9% | +1,335.0% | -1,004.1% | +286.3% |
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