+302.3%
NEM vs FERG
+351.3%
-49.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.0% | -2.6% | +1.6% | -0.7% |
| 30D | +7.8% | -8.9% | +16.7% | +8.8% |
| 3M | +30.2% | -2.0% | +32.3% | +30.4% |
| 6M | +9.6% | -3.2% | +12.8% | +10.0% |
| YTD | +27.8% | +1.5% | +26.3% | +27.9% |
| 1Y | +60.7% | +0.5% | +60.2% | +60.7% |
| 3Y | +245.3% | +50.4% | +194.9% | +234.9% |
| 5Y | +155.3% | +68.7% | +86.7% | +143.4% |
| All | +302.3% | +351.3% | -49.0% | +357.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling