+1,348.4%
FERG vs NTAP
+643.6%
+704.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | -10.2% | -0.5% | -9.6% | -10.1% |
| 3M | -0.6% | +4.1% | -4.7% | -1.3% |
| 6M | -6.5% | +88.0% | -94.5% | -14.7% |
| YTD | +4.2% | +75.6% | -71.4% | -4.1% |
| 1Y | -2.3% | +58.9% | -61.2% | -8.9% |
| 3Y | +48.5% | +153.6% | -105.1% | +30.5% |
| 5Y | +72.0% | +127.6% | -55.6% | +51.1% |
| 10Y | +369.9% | +580.4% | -210.5% | +287.9% |
| All | +1,348.4% | +643.6% | +704.8% | +1,165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling