+1,526.4%
FERG vs NTAP
+628.4%
+898.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.9% |
| 7D | +9.7% | +7.2% | +2.5% | +8.8% |
| 30D | +15.0% | -18.4% | +33.4% | +17.8% |
| 3M | +3.8% | -11.3% | +15.1% | +4.9% |
| 6M | +10.6% | +53.8% | -43.1% | +3.4% |
| YTD | +17.0% | +72.0% | -55.0% | +7.4% |
| 1Y | +7.1% | +68.0% | -60.9% | -1.4% |
| 3Y | +67.7% | +149.5% | -81.7% | +47.1% |
| 5Y | +76.4% | +125.6% | -49.2% | +54.6% |
| 10Y | +424.2% | +583.1% | -158.9% | +331.5% |
| All | +1,526.4% | +628.4% | +898.0% | +1,318.0% |
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 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