+1,101.8%
NBIS vs FERG
+13.3%
+1,088.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.7% |
| 7D | +17.8% | +0.9% | +16.9% | +17.2% |
| 30D | +30.5% | -15.1% | +45.6% | +41.8% |
| 3M | +9.2% | -4.8% | +14.0% | +11.3% |
| 6M | +153.2% | -2.5% | +155.6% | +152.6% |
| YTD | +187.1% | +1.8% | +185.3% | +182.4% |
| 1Y | +151.1% | -0.3% | +151.4% | +151.2% |
| All | +1,101.8% | +13.3% | +1,088.4% | +817.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling