+67.7%
FERG vs NI
+96.9%
-29.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -8.9% | -1.4% | -7.5% | -8.6% |
| 3M | -2.0% | -10.6% | +8.5% | +1.2% |
| 6M | -3.2% | -9.3% | +6.1% | -0.5% |
| YTD | +1.5% | +1.1% | +0.4% | +1.0% |
| 1Y | +0.5% | +3.4% | -2.9% | -0.8% |
| 3Y | +50.4% | +67.9% | -17.5% | +25.6% |
| All | +67.7% | +96.9% | -29.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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