+78.0%
FERG vs ENTG
-0.3%
+78.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.6% |
| 7D | +9.7% | +15.2% | -5.4% | +5.8% |
| 30D | +15.0% | -3.6% | +18.7% | +15.0% |
| 3M | +3.8% | -10.0% | +13.7% | +4.9% |
| 6M | +10.6% | +1.8% | +8.8% | +5.3% |
| YTD | +17.0% | +75.5% | -58.5% | -6.3% |
| 1Y | +7.1% | +82.4% | -75.3% | -15.6% |
| 3Y | +67.7% | +58.5% | +9.2% | +30.5% |
| All | +78.0% | -0.3% | +78.3% | +48.4% |
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