+1,348.4%
FERG vs ENB
+378.0%
+970.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.2% | -2.2% | -7.9% | -10.0% |
| 3M | -0.6% | -10.5% | +9.9% | +0.3% |
| 6M | -6.5% | -5.1% | -1.5% | -6.2% |
| YTD | +4.2% | +9.0% | -4.8% | +3.3% |
| 1Y | -2.3% | +8.2% | -10.5% | -3.1% |
| 3Y | +48.5% | +67.8% | -19.3% | +41.8% |
| 5Y | +72.0% | +69.4% | +2.6% | +64.8% |
| 10Y | +369.9% | +117.5% | +252.4% | +353.8% |
| All | +1,348.4% | +378.0% | +970.4% | +1,468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling