+182.2%
NKE vs FERG
+1,301.2%
-1,119.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -5.5% | -1.0% | -4.5% | -5.4% |
| 30D | -10.4% | -11.8% | +1.4% | -8.6% |
| 3M | -15.8% | -1.2% | -14.6% | -15.8% |
| 6M | -33.4% | -2.3% | -31.1% | -33.4% |
| YTD | -41.0% | +0.8% | -41.8% | -41.3% |
| 1Y | -49.1% | +0.5% | -49.5% | -49.4% |
| 3Y | -59.8% | +51.4% | -111.2% | -62.8% |
| 5Y | -75.5% | +67.5% | -143.0% | -77.9% |
| 10Y | -23.5% | +348.1% | -371.6% | -35.9% |
| All | +182.2% | +1,301.2% | -1,119.0% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling