-2.3%
FERG vs NTRS
+47.2%
-49.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -10.2% | +1.7% | -11.9% | -10.9% |
| 3M | -0.6% | +8.9% | -9.4% | -4.8% |
| 6M | -6.5% | +30.6% | -37.1% | -19.0% |
| YTD | +4.2% | +38.7% | -34.5% | -13.2% |
| 1Y | -2.3% | +48.1% | -50.4% | -21.7% |
| All | -2.3% | +47.2% | -49.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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