+0.5%
FERG vs NTAP
+63.1%
-62.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.8% | -0.4% |
| 7D | -2.6% | +7.4% | -9.9% | -3.5% |
| 30D | -8.9% | -1.4% | -7.5% | -8.8% |
| 3M | -2.0% | +24.6% | -26.6% | -4.5% |
| 6M | -3.2% | +105.9% | -109.1% | -16.1% |
| YTD | +1.5% | +88.5% | -87.0% | -9.6% |
| 1Y | +0.5% | +62.1% | -61.6% | -4.0% |
| All | +0.5% | +63.1% | -62.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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