+50.9%
FERG vs ENTG
+48.2%
+2.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.7% |
| 7D | +0.9% | +8.9% | -8.0% | -1.2% |
| 30D | -15.1% | -0.8% | -14.2% | -15.3% |
| 3M | -4.8% | +6.6% | -11.4% | -8.9% |
| 6M | -2.5% | +22.1% | -24.5% | -11.2% |
| YTD | +1.8% | +70.2% | -68.4% | -16.4% |
| 1Y | -0.3% | +76.7% | -77.0% | -20.2% |
| All | +50.9% | +48.2% | +2.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling