+45.4%
NU vs FERG
+48.7%
-3.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | -4.2% | -1.0% | -3.2% | -3.7% |
| 30D | +10.0% | -11.8% | +21.9% | +17.3% |
| 3M | +29.3% | -1.2% | +30.5% | +29.0% |
| 6M | +0.9% | -2.3% | +3.2% | +1.1% |
| YTD | -10.3% | +0.8% | -11.1% | -12.1% |
| 1Y | -3.2% | +0.5% | -3.6% | -5.8% |
| 3Y | +120.6% | +51.4% | +69.2% | +54.7% |
| All | +45.4% | +48.7% | -3.3% | -1.5% |
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