+1,022.8%
NBIS vs FERG
+13.0%
+1,009.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -0.8% | -2.6% | +1.8% | +0.6% |
| 30D | -13.4% | -8.9% | -4.5% | -9.0% |
| 3M | +1.0% | -2.0% | +3.1% | +1.3% |
| 6M | +100.5% | -3.2% | +103.7% | +100.8% |
| YTD | +168.3% | +1.5% | +166.8% | +164.3% |
| 1Y | +151.8% | +0.5% | +151.3% | +150.9% |
| All | +1,022.8% | +13.0% | +1,009.8% | +758.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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