+351.3%
FERG vs NTRS
+259.9%
+91.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -2.6% | +1.4% | -3.9% | -2.9% |
| 30D | -8.9% | -0.7% | -8.2% | -8.8% |
| 3M | -2.0% | +11.3% | -13.4% | -4.4% |
| 6M | -3.2% | +35.5% | -38.7% | -9.4% |
| YTD | +1.5% | +40.6% | -39.1% | -5.8% |
| 1Y | +0.5% | +49.2% | -48.7% | -7.9% |
| 3Y | +50.4% | +167.2% | -116.8% | +23.4% |
| 5Y | +68.7% | +94.9% | -26.3% | +42.1% |
| All | +351.3% | +259.9% | +91.4% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling