+67.5%
FERG vs NDAQ
+48.4%
+19.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -1.0% | -6.8% | +5.8% | +1.6% |
| 30D | -11.8% | -3.2% | -8.6% | -10.8% |
| 3M | -1.2% | +6.5% | -7.7% | -4.0% |
| 6M | -2.3% | +5.7% | -8.1% | -5.2% |
| YTD | +0.8% | -4.6% | +5.4% | +1.6% |
| 1Y | +0.5% | -1.6% | +2.1% | -0.3% |
| 3Y | +51.4% | +86.4% | -35.1% | +10.3% |
| 5Y | +67.5% | +50.3% | +17.2% | +28.5% |
| All | +67.5% | +48.4% | +19.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling