+81.2%
FERG vs NVDL
+2,480.8%
-2,399.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.6% |
| 7D | -1.0% | -8.7% | +7.7% | -0.2% |
| 30D | -11.8% | -1.3% | -10.5% | -11.9% |
| 3M | -1.2% | +11.4% | -12.6% | -2.8% |
| 6M | -2.3% | +22.9% | -25.2% | -5.3% |
| YTD | +0.8% | +15.4% | -14.6% | -2.2% |
| 1Y | +0.5% | +18.8% | -18.3% | -3.3% |
| 3Y | +51.4% | +641.4% | -590.0% | +13.9% |
| All | +81.2% | +2,480.8% | -2,399.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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