+812.0%
NOW vs FERG
+358.9%
+453.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.8% |
| 7D | -6.1% | +3.4% | -9.5% | -6.7% |
| 30D | +7.5% | -11.5% | +19.0% | +10.1% |
| 3M | +17.5% | +1.3% | +16.3% | +16.7% |
| 6M | +7.9% | -1.0% | +8.9% | +7.1% |
| YTD | -12.4% | +3.2% | -15.6% | -14.3% |
| 1Y | -28.6% | -3.0% | -25.6% | -29.4% |
| 3Y | +11.8% | +55.0% | -43.2% | -2.1% |
| 5Y | +2.6% | +72.6% | -70.0% | -13.7% |
| All | +812.0% | +358.9% | +453.1% | +616.7% |
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