+243.5%
NEM vs FERG
+50.8%
+192.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.3% | -1.0% | -2.3% | -3.1% |
| 30D | +7.8% | -11.8% | +19.7% | +11.2% |
| 3M | +36.3% | -1.2% | +37.5% | +36.4% |
| 6M | +6.6% | -2.3% | +8.9% | +7.2% |
| YTD | +27.1% | +0.8% | +26.4% | +27.7% |
| 1Y | +62.3% | +0.5% | +61.9% | +62.4% |
| All | +243.5% | +50.8% | +192.6% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling