+1,348.4%
FERG vs NDAQ
+1,727.3%
-378.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -10.2% | +2.5% | -12.6% | -10.5% |
| 3M | -0.6% | +9.9% | -10.5% | -2.2% |
| 6M | -6.5% | +9.4% | -16.0% | -8.1% |
| YTD | +4.2% | +0.4% | +3.8% | +3.6% |
| 1Y | -2.3% | +4.0% | -6.3% | -3.4% |
| 3Y | +48.5% | +94.4% | -45.9% | +33.8% |
| 5Y | +72.0% | +56.7% | +15.3% | +58.0% |
| 10Y | +369.9% | +375.3% | -5.4% | +305.9% |
| All | +1,348.4% | +1,727.3% | -378.9% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling