+514.0%
NOW vs FERG
+424.2%
+89.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +0.3% | +9.7% | -9.5% | -1.7% |
| 30D | -27.0% | +15.0% | -42.0% | -29.3% |
| 3M | -19.6% | +3.8% | -23.4% | -20.6% |
| 6M | +17.5% | +10.6% | +6.8% | +14.0% |
| YTD | -33.3% | +17.0% | -50.2% | -36.7% |
| 1Y | -39.8% | +7.1% | -46.9% | -41.7% |
| 3Y | -19.9% | +67.7% | -87.7% | -31.6% |
| 5Y | -26.1% | +76.4% | -102.5% | -39.6% |
| All | +514.0% | +424.2% | +89.7% | +304.4% |
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