+51.4%
FERG vs NVD
-99.1%
+150.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -2.6% | +10.8% | -13.4% | -1.7% |
| 30D | -8.9% | +0.8% | -9.7% | -8.6% |
| 3M | -2.0% | -20.8% | +18.8% | -3.3% |
| 6M | -3.2% | -41.2% | +38.0% | -6.2% |
| YTD | +1.5% | -44.2% | +45.7% | -1.7% |
| 1Y | +0.5% | -54.2% | +54.6% | -3.7% |
| 3Y | +50.4% | -99.1% | +149.5% | +6.7% |
| All | +51.4% | -99.1% | +150.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling