-2.3%
FERG vs ENTG
+76.2%
-78.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.2% | -3.8% | +1.2% |
| 7D | 0.0% | +2.8% | -2.9% | -0.6% |
| 30D | -10.2% | -4.7% | -5.5% | -9.8% |
| 3M | -0.6% | -0.7% | +0.2% | -2.7% |
| 6M | -6.5% | +7.7% | -14.2% | -11.5% |
| YTD | +4.2% | +65.1% | -60.9% | -9.9% |
| 1Y | -2.3% | +74.8% | -77.1% | -20.0% |
| All | -2.3% | +76.2% | -78.5% | -20.0% |
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