+72.7%
NEM vs FERG
+0.8%
+71.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +23.1% | -10.2% | +33.3% | +27.6% |
| 3M | +18.5% | -0.6% | +19.1% | +18.3% |
| 6M | +7.8% | -6.5% | +14.3% | +9.3% |
| YTD | +29.1% | +4.2% | +24.9% | +31.4% |
| 1Y | +72.7% | -2.3% | +74.9% | +74.9% |
| All | +72.7% | +0.8% | +71.8% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling