+153.2%
NBIS vs FERG
-0.2%
+153.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.9% |
| 7D | +17.8% | +0.9% | +16.9% | +17.4% |
| 30D | +30.5% | -15.1% | +45.6% | +39.5% |
| 3M | +9.2% | -4.8% | +14.0% | +9.4% |
| 6M | +153.2% | -2.5% | +155.6% | +141.3% |
| All | +153.2% | -0.2% | +153.4% | +141.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling