+1,315.5%
FERG vs NI
+1,103.3%
+212.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | -15.1% | -0.3% | -14.8% | -15.1% |
| 3M | -4.8% | -9.5% | +4.6% | -4.2% |
| 6M | -2.5% | -10.2% | +7.8% | -1.7% |
| YTD | +1.8% | +1.8% | 0.0% | +1.7% |
| 1Y | -0.3% | +5.7% | -6.0% | -0.7% |
| 3Y | +52.9% | +69.6% | -16.7% | +48.0% |
| 5Y | +69.3% | +95.8% | -26.5% | +63.5% |
| 10Y | +352.7% | +145.1% | +207.6% | +343.3% |
| All | +1,315.5% | +1,103.3% | +212.2% | +1,329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling