+49.3%
FERG vs NVTS
+32.4%
+16.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -11.8% | -18.0% | +6.2% | -11.1% |
| 3M | -1.2% | -45.6% | +44.4% | +0.9% |
| 6M | -2.3% | +28.5% | -30.8% | -4.9% |
| YTD | +0.8% | +56.2% | -55.4% | -3.1% |
| 1Y | +0.5% | +97.7% | -97.2% | -4.8% |
| All | +49.3% | +32.4% | +16.9% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling