+69.2%
FERG vs ETR
+126.1%
-56.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -15.1% | +2.0% | -17.1% | -15.6% |
| 3M | -4.8% | -1.7% | -3.1% | -4.5% |
| 6M | -2.5% | +3.6% | -6.0% | -3.5% |
| YTD | +1.8% | +18.0% | -16.2% | -2.8% |
| 1Y | -0.3% | +26.2% | -26.6% | -6.5% |
| 3Y | +52.9% | +148.0% | -95.1% | +15.4% |
| All | +69.2% | +126.1% | -56.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling