+86.2%
FERG vs NDAQ
+69.3%
+16.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +6.4% | 0.0% | +6.4% | +6.5% |
| 30D | +19.9% | +16.3% | +3.6% | +13.4% |
| 3M | +5.6% | +15.8% | -10.3% | -0.2% |
| 6M | +9.2% | +24.8% | -15.6% | -0.1% |
| YTD | +20.6% | +14.1% | +6.6% | +13.8% |
| 1Y | +5.7% | +26.5% | -20.8% | -5.0% |
| 3Y | +73.6% | +119.1% | -45.5% | +19.0% |
| 5Y | +86.2% | +70.9% | +15.3% | +41.5% |
| All | +86.2% | +69.3% | +16.9% | +41.5% |
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