+89.7%
FERG vs NXT
+213.5%
-123.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +9.7% | -9.4% | +19.2% | +11.1% |
| 30D | +15.0% | +15.1% | -0.1% | +12.7% |
| 3M | +3.8% | -9.1% | +12.9% | +4.5% |
| 6M | +10.6% | -30.3% | +40.9% | +14.2% |
| YTD | +17.0% | +9.1% | +7.9% | +12.6% |
| 1Y | +7.1% | +7.9% | -0.8% | +3.1% |
| 3Y | +67.7% | +176.5% | -108.7% | +38.0% |
| All | +89.7% | +213.5% | -123.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling