+49.3%
FERG vs NVD
-99.1%
+148.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -0.6% |
| 7D | -1.0% | +9.0% | -10.1% | -0.2% |
| 30D | -11.8% | -5.5% | -6.4% | -12.0% |
| 3M | -1.2% | -24.6% | +23.4% | -2.9% |
| 6M | -2.3% | -42.1% | +39.8% | -5.5% |
| YTD | +0.8% | -44.3% | +45.1% | -2.4% |
| 1Y | +0.5% | -54.2% | +54.7% | -3.7% |
| All | +49.3% | -99.1% | +148.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling