+351.3%
FERG vs NRG
+1,083.9%
-732.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -2.6% | -4.7% | +2.1% | -2.1% |
| 30D | -8.9% | -6.0% | -2.9% | -8.4% |
| 3M | -2.0% | -8.0% | +5.9% | -1.6% |
| 6M | -3.2% | -23.2% | +20.0% | -1.1% |
| YTD | +1.5% | -28.1% | +29.6% | +4.3% |
| 1Y | +0.5% | -27.3% | +27.7% | +3.0% |
| 3Y | +50.4% | +208.7% | -158.2% | +36.0% |
| 5Y | +68.7% | +197.7% | -129.0% | +52.0% |
| All | +351.3% | +1,083.9% | -732.6% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling