+1,301.2%
FERG vs NRG
+528.3%
+773.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -11.8% | -6.8% | -5.0% | -11.4% |
| 3M | -1.2% | -7.1% | +5.9% | -0.9% |
| 6M | -2.3% | -27.6% | +25.3% | -0.2% |
| YTD | +0.8% | -29.2% | +30.0% | +3.0% |
| 1Y | +0.5% | -29.9% | +30.4% | +2.6% |
| 3Y | +51.4% | +198.7% | -147.3% | +41.0% |
| 5Y | +67.5% | +192.9% | -125.4% | +55.6% |
| 10Y | +348.1% | +1,084.1% | -736.0% | +307.1% |
| All | +1,301.2% | +528.3% | +773.0% | +1,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling