+67.5%
FERG vs ENTG
+15.6%
+51.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | 0.0% |
| 7D | -1.0% | +5.1% | -6.1% | -2.3% |
| 30D | -11.8% | -8.5% | -3.3% | -10.1% |
| 3M | -1.2% | +6.7% | -7.9% | -5.8% |
| 6M | -2.3% | +17.7% | -20.0% | -10.4% |
| YTD | +0.8% | +63.5% | -62.7% | -16.6% |
| 1Y | +0.5% | +73.6% | -73.1% | -19.4% |
| 3Y | +51.4% | +44.6% | +6.8% | +21.9% |
| 5Y | +67.5% | +16.1% | +51.4% | +33.3% |
| All | +67.5% | +15.6% | +51.9% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling