+85.5%
ETN vs FERG
+51.9%
+33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +3.5% | -2.6% | +6.1% | +4.9% |
| 30D | -7.5% | -8.9% | +1.4% | -3.0% |
| 3M | +8.3% | -2.0% | +10.4% | +9.2% |
| 6M | +20.2% | -3.2% | +23.4% | +22.2% |
| YTD | +34.7% | +1.5% | +33.2% | +34.2% |
| 1Y | +19.4% | +0.5% | +19.0% | +19.1% |
| 3Y | +85.5% | +50.4% | +35.1% | +49.1% |
| All | +85.5% | +51.9% | +33.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling