+1,516.3%
FERG vs ENB
+359.1%
+1,157.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -3.7% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | +14.4% | +1.4% | +13.0% | +14.2% |
| 3M | +4.3% | -5.2% | +9.5% | +4.8% |
| 6M | +7.9% | -9.9% | +17.8% | +8.8% |
| YTD | +16.3% | +4.7% | +11.6% | +15.6% |
| 1Y | +2.2% | +2.8% | -0.5% | +1.9% |
| 3Y | +67.3% | +71.3% | -4.0% | +59.7% |
| 5Y | +75.3% | +58.6% | +16.7% | +68.6% |
| 10Y | +421.0% | +108.5% | +312.6% | +405.1% |
| All | +1,516.3% | +359.1% | +1,157.2% | +1,656.0% |
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