+681.4%
NFLX vs FERG
+351.3%
+330.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -1.1% | -2.6% | +1.5% | -0.7% |
| 30D | +4.3% | -8.9% | +13.2% | +5.7% |
| 3M | -4.8% | -2.0% | -2.7% | -4.6% |
| 6M | -18.4% | -3.2% | -15.2% | -18.4% |
| YTD | -17.4% | +1.5% | -18.9% | -18.2% |
| 1Y | -35.7% | +0.5% | -36.2% | -36.3% |
| 3Y | +73.8% | +50.4% | +23.4% | +58.8% |
| 5Y | +29.3% | +68.7% | -39.4% | +14.0% |
| All | +681.4% | +351.3% | +330.1% | +648.7% |
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