+351.3%
FERG vs ET
+177.0%
+174.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | -8.9% | +2.9% | -11.8% | -9.2% |
| 3M | -2.0% | +16.8% | -18.8% | -3.7% |
| 6M | -3.2% | +18.9% | -22.1% | -5.1% |
| YTD | +1.5% | +37.7% | -36.2% | -2.2% |
| 1Y | +0.5% | +32.4% | -32.0% | -2.7% |
| 3Y | +50.4% | +99.5% | -49.1% | +40.2% |
| 5Y | +68.7% | +244.0% | -175.3% | +51.7% |
| All | +351.3% | +177.0% | +174.3% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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