+51.1%
NEM vs FERG
+3.8%
+47.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +8.7% |
| 7D | +3.7% | +7.7% | -4.0% | +0.4% |
| 30D | +2.0% | +11.5% | -9.5% | -2.8% |
| 3M | +21.1% | -2.4% | +23.5% | +22.2% |
| 6M | +9.5% | -4.0% | +13.5% | +11.4% |
| YTD | +19.1% | +13.4% | +5.7% | +17.0% |
| 1Y | +51.1% | +3.1% | +48.0% | +49.7% |
| All | +51.1% | +3.8% | +47.3% | +49.7% |
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