+67.7%
FERG vs NTAP
+148.4%
-80.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.2% |
| 7D | +9.7% | +7.2% | +2.5% | +8.1% |
| 30D | +15.0% | -18.4% | +33.4% | +19.6% |
| 3M | +3.8% | -11.3% | +15.1% | +5.4% |
| 6M | +10.6% | +53.8% | -43.1% | -4.1% |
| YTD | +17.0% | +72.0% | -55.0% | -2.9% |
| 1Y | +7.1% | +68.0% | -60.9% | -10.4% |
| 3Y | +67.7% | +149.5% | -81.7% | +29.1% |
| All | +67.7% | +148.4% | -80.7% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling