+424.2%
FERG vs ENB
+109.5%
+314.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +9.7% | +3.1% | +6.6% | +9.4% |
| 30D | +15.0% | +2.1% | +12.9% | +14.8% |
| 3M | +3.8% | -4.4% | +8.2% | +4.3% |
| 6M | +10.6% | -10.1% | +20.7% | +11.8% |
| YTD | +17.0% | +5.2% | +11.8% | +16.0% |
| 1Y | +7.1% | +4.2% | +2.8% | +6.3% |
| 3Y | +67.7% | +70.1% | -2.3% | +57.9% |
| 5Y | +76.4% | +59.4% | +17.0% | +67.7% |
| All | +424.2% | +109.5% | +314.8% | +421.7% |
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