-74.7%
NKE vs FERG
+67.5%
-142.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -2.6% | -1.6% | -3.2% |
| 30D | -8.2% | -8.9% | +0.7% | -5.0% |
| 3M | -19.1% | -2.0% | -17.0% | -18.8% |
| 6M | -32.6% | -3.2% | -29.4% | -32.6% |
| YTD | -40.7% | +1.5% | -42.2% | -41.8% |
| 1Y | -48.9% | +0.5% | -49.3% | -50.0% |
| 3Y | -59.2% | +50.4% | -109.6% | -68.5% |
| All | -74.7% | +67.5% | -142.3% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling