+229.4%
FERG vs NVT
+732.7%
-503.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.9% |
| 7D | +3.4% | +10.4% | -7.0% | +1.0% |
| 30D | -11.5% | -1.3% | -10.2% | -11.5% |
| 3M | +1.3% | -0.6% | +1.9% | +0.7% |
| 6M | -1.0% | +53.8% | -54.7% | -11.7% |
| YTD | +3.2% | +60.2% | -57.0% | -9.0% |
| 1Y | -3.0% | +76.8% | -79.7% | -16.6% |
| 3Y | +55.0% | +191.2% | -136.2% | +17.0% |
| 5Y | +72.6% | +430.9% | -358.3% | +18.5% |
| All | +229.4% | +732.7% | -503.4% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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