+1,988.6%
NOW vs FERG
+804.9%
+1,183.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -1.0% |
| 7D | -3.1% | +7.3% | -10.4% | -4.2% |
| 30D | -27.0% | +18.1% | -45.2% | -29.2% |
| 3M | -17.7% | +1.6% | -19.4% | -18.2% |
| 6M | +12.7% | +8.5% | +4.2% | +10.5% |
| YTD | -32.9% | +18.6% | -51.5% | -35.7% |
| 1Y | -40.4% | +5.7% | -46.1% | -41.7% |
| 3Y | -17.1% | +74.0% | -91.1% | -26.9% |
| 5Y | -25.7% | +83.9% | -109.6% | -36.4% |
| 10Y | +504.6% | +494.6% | +10.0% | +386.5% |
| All | +1,988.6% | +804.9% | +1,183.7% | +1,701.3% |
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