+256.9%
FERG vs NTR
+97.9%
+158.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -8.9% | +16.8% | -25.7% | -10.9% |
| 3M | -2.0% | +20.7% | -22.8% | -4.8% |
| 6M | -3.2% | +0.5% | -3.7% | -3.7% |
| YTD | +1.5% | +29.2% | -27.7% | -2.9% |
| 1Y | +0.5% | +39.6% | -39.1% | -5.2% |
| 3Y | +50.4% | +37.9% | +12.5% | +40.6% |
| 5Y | +68.7% | +47.1% | +21.6% | +56.6% |
| All | +256.9% | +97.9% | +158.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling