+1,449.6%
NET vs FERG
+250.1%
+1,199.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.9% |
| 7D | -7.0% | 0.0% | -6.9% | -7.0% |
| 30D | -4.8% | -10.2% | +5.4% | -0.7% |
| 3M | +3.8% | -0.6% | +4.4% | +3.7% |
| 6M | +50.0% | -6.5% | +56.6% | +52.2% |
| YTD | +41.5% | +4.2% | +37.3% | +36.8% |
| 1Y | +32.8% | -2.3% | +35.1% | +31.4% |
| 3Y | +335.9% | +48.5% | +287.4% | +255.8% |
| 5Y | +113.8% | +72.0% | +41.8% | +60.6% |
| All | +1,449.6% | +250.1% | +1,199.4% | +1,057.7% |
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 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