-26.4%
NOW vs FERG
+65.9%
-92.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.3% |
| 30D | -26.0% | +8.7% | -34.7% | -28.6% |
| 3M | -13.1% | -7.4% | -5.7% | -11.3% |
| 6M | +14.5% | -6.6% | +21.1% | +15.8% |
| YTD | -33.4% | +6.6% | -40.0% | -37.5% |
| 1Y | -40.6% | -3.6% | -37.1% | -41.9% |
| 3Y | -16.3% | +56.4% | -72.7% | -40.8% |
| All | -26.4% | +65.9% | -92.3% | -55.9% |
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