+1,863.5%
ETN vs FERG
+1,315.5%
+548.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.4% |
| 7D | +6.2% | +0.9% | +5.3% | +6.1% |
| 30D | -6.7% | -15.1% | +8.4% | -3.6% |
| 3M | +3.6% | -4.8% | +8.5% | +4.7% |
| 6M | +18.3% | -2.5% | +20.8% | +19.1% |
| YTD | +31.5% | +1.8% | +29.6% | +31.4% |
| 1Y | +20.6% | -0.3% | +20.9% | +20.8% |
| 3Y | +82.5% | +52.9% | +29.6% | +70.6% |
| 5Y | +177.8% | +69.3% | +108.5% | +154.3% |
| 10Y | +705.0% | +352.7% | +352.3% | +576.7% |
| All | +1,863.5% | +1,315.5% | +548.0% | +1,481.9% |
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