+3.1%
FERG vs ENTG
+63.3%
-60.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.5% | +9.2% | +3.6% |
| 7D | +7.7% | -10.3% | +18.0% | +9.3% |
| 30D | +11.5% | -14.4% | +25.8% | +13.7% |
| 3M | -2.4% | -1.1% | -1.3% | -3.4% |
| 6M | -4.0% | +3.0% | -7.0% | -7.5% |
| YTD | +13.4% | +70.1% | -56.7% | -1.7% |
| 1Y | +3.1% | +65.7% | -62.7% | -10.9% |
| All | +3.1% | +63.3% | -60.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling