-2.3%
FERG vs NVTS
+109.2%
-111.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +1.9% |
| 7D | 0.0% | +2.7% | -2.7% | -0.2% |
| 30D | -10.2% | -4.5% | -5.7% | -10.1% |
| 3M | -0.6% | -61.5% | +60.9% | +4.4% |
| 6M | -6.5% | +28.0% | -34.5% | -11.0% |
| YTD | +4.2% | +65.3% | -61.1% | -3.2% |
| 1Y | -2.3% | +113.0% | -115.3% | -6.4% |
| All | -2.3% | +109.2% | -111.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling