-5.5%
ETN vs FERG
+3.8%
-9.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.7% | -12.6% | -11.5% |
| 7D | -10.1% | +7.7% | -17.8% | -14.4% |
| 30D | -18.4% | +11.5% | -29.9% | -24.1% |
| 3M | -20.4% | -2.4% | -18.1% | -19.6% |
| 6M | -16.0% | -4.0% | -12.0% | -14.5% |
| YTD | +11.8% | +13.4% | -1.6% | +5.0% |
| 1Y | -5.5% | +3.1% | -8.5% | -8.5% |
| All | -5.5% | +3.8% | -9.3% | -8.5% |
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