+88.5%
FERG vs NXT
+208.8%
-120.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.3% | -2.7% |
| 7D | +8.2% | -6.0% | +14.2% | +9.0% |
| 30D | +14.4% | +5.4% | +8.9% | +13.3% |
| 3M | +4.3% | -9.7% | +14.1% | +5.2% |
| 6M | +7.9% | -25.3% | +33.2% | +10.2% |
| YTD | +16.3% | +7.5% | +8.8% | +12.1% |
| 1Y | +2.2% | -3.0% | +5.3% | -0.2% |
| 3Y | +67.3% | +171.4% | -104.1% | +38.0% |
| All | +88.5% | +208.8% | -120.3% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling