+348.1%
FERG vs ENB
+94.4%
+253.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.6% |
| 7D | -1.0% | -4.6% | +3.5% | -0.5% |
| 30D | -11.8% | -5.2% | -6.6% | -11.3% |
| 3M | -1.2% | -13.4% | +12.2% | +0.3% |
| 6M | -2.3% | -7.8% | +5.5% | -1.6% |
| YTD | +0.8% | +4.9% | -4.1% | 0.0% |
| 1Y | +0.5% | +3.2% | -2.8% | -0.1% |
| 3Y | +51.4% | +71.0% | -19.6% | +42.5% |
| 5Y | +67.5% | +64.0% | +3.5% | +59.4% |
| All | +348.1% | +94.4% | +253.7% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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