+322.4%
NET vs FERG
+66.1%
+256.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.5% |
| 7D | -16.4% | +7.7% | -24.1% | -18.6% |
| 30D | -25.8% | +11.5% | -37.3% | -28.8% |
| 3M | -11.5% | -2.4% | -9.2% | -10.9% |
| 6M | +18.9% | -4.0% | +22.9% | +20.4% |
| YTD | +35.2% | +13.4% | +21.9% | +26.0% |
| 1Y | +14.5% | +3.1% | +11.4% | +11.3% |
| All | +322.4% | +66.1% | +256.3% | +190.7% |
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 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