+98.1%
NU vs FERG
+51.9%
+46.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -4.9% | -2.6% | -2.3% | -4.0% |
| 30D | +7.8% | -8.9% | +16.7% | +11.5% |
| 3M | +20.9% | -2.0% | +23.0% | +21.1% |
| 6M | +0.9% | -3.2% | +4.1% | +1.5% |
| YTD | -12.7% | +1.5% | -14.2% | -13.9% |
| 1Y | -6.4% | +0.5% | -6.9% | -7.7% |
| 3Y | +98.1% | +50.4% | +47.7% | +63.1% |
| All | +98.1% | +51.9% | +46.2% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling