+51.8%
FERG vs NVD
-99.2%
+151.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.2% |
| 7D | +0.9% | +0.5% | +0.4% | +1.0% |
| 30D | -15.1% | -9.3% | -5.8% | -15.5% |
| 3M | -4.8% | -22.1% | +17.2% | -6.1% |
| 6M | -2.5% | -45.8% | +43.3% | -6.2% |
| YTD | +1.8% | -46.7% | +48.5% | -1.8% |
| 1Y | -0.3% | -59.5% | +59.1% | -5.5% |
| 3Y | +52.9% | -99.2% | +152.1% | +8.3% |
| All | +51.8% | -99.2% | +151.0% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling