+1,526.4%
FERG vs ENTG
+2,768.0%
-1,241.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.1% |
| 7D | +9.7% | +15.2% | -5.4% | +7.7% |
| 30D | +15.0% | -3.6% | +18.7% | +15.1% |
| 3M | +3.8% | -10.0% | +13.7% | +4.4% |
| 6M | +10.6% | +1.8% | +8.8% | +8.2% |
| YTD | +17.0% | +75.5% | -58.5% | +5.9% |
| 1Y | +7.1% | +82.4% | -75.3% | -3.7% |
| 3Y | +67.7% | +58.5% | +9.2% | +51.2% |
| 5Y | +76.4% | +0.4% | +76.1% | +59.7% |
| 10Y | +424.2% | +759.6% | -335.4% | +358.0% |
| All | +1,526.4% | +2,768.0% | -1,241.7% | +1,413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling