+1,335.0%
FERG vs ETR
+427.3%
+907.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | -11.5% | +1.9% | -13.4% | -11.7% |
| 3M | +1.3% | +1.0% | +0.3% | +1.2% |
| 6M | -1.0% | +4.8% | -5.8% | -1.4% |
| YTD | +3.2% | +19.5% | -16.3% | +1.6% |
| 1Y | -3.0% | +28.1% | -31.1% | -5.0% |
| 3Y | +55.0% | +151.1% | -96.1% | +44.3% |
| 5Y | +72.6% | +125.2% | -52.5% | +61.6% |
| 10Y | +358.9% | +291.1% | +67.8% | +333.5% |
| All | +1,335.0% | +427.3% | +907.7% | +1,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling