+3.1%
FERG vs NRG
-50.8%
+53.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -13.5% | +16.2% | +4.6% |
| 7D | +7.7% | -13.7% | +21.4% | +9.8% |
| 30D | +11.5% | -13.6% | +25.1% | +13.3% |
| 3M | -2.4% | -28.5% | +26.1% | +2.4% |
| 6M | -4.0% | -45.8% | +41.8% | +5.1% |
| YTD | +13.4% | -46.9% | +60.3% | +23.7% |
| 1Y | +3.1% | -49.7% | +52.8% | +13.3% |
| All | +3.1% | -50.8% | +53.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling