+424.2%
FERG vs NDAQ
+471.8%
-47.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | +1.3% | +8.5% | +9.4% |
| 30D | +15.0% | +18.0% | -2.9% | +10.3% |
| 3M | +3.8% | +11.5% | -7.8% | +0.8% |
| 6M | +10.6% | +21.1% | -10.5% | +4.9% |
| YTD | +17.0% | +12.8% | +4.2% | +12.5% |
| 1Y | +7.1% | +25.7% | -18.6% | -0.1% |
| 3Y | +67.7% | +116.8% | -49.1% | +35.3% |
| 5Y | +76.4% | +67.3% | +9.2% | +48.2% |
| All | +424.2% | +471.8% | -47.5% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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