-59.2%
NKE vs FERG
+51.9%
-111.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.2% | -2.6% | -1.6% | -3.5% |
| 30D | -8.2% | -8.9% | +0.7% | -5.9% |
| 3M | -19.1% | -2.0% | -17.0% | -18.9% |
| 6M | -32.6% | -3.2% | -29.4% | -32.6% |
| YTD | -40.7% | +1.5% | -42.2% | -41.4% |
| 1Y | -48.9% | +0.5% | -49.3% | -49.5% |
| 3Y | -59.2% | +50.4% | -109.6% | -62.6% |
| All | -59.2% | +51.9% | -111.1% | -62.6% |
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