+351.3%
FERG vs ENTG
+797.5%
-446.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -2.6% | +1.2% | -3.7% | -2.8% |
| 30D | -8.9% | -12.9% | +4.0% | -6.6% |
| 3M | -2.0% | -3.1% | +1.0% | -3.2% |
| 6M | -3.2% | +21.0% | -24.2% | -9.3% |
| YTD | +1.5% | +67.0% | -65.5% | -11.3% |
| 1Y | +0.5% | +68.6% | -68.1% | -13.0% |
| 3Y | +50.4% | +48.6% | +1.8% | +30.0% |
| 5Y | +68.7% | +18.6% | +50.1% | +45.5% |
| All | +351.3% | +797.5% | -446.2% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling