+1.0%
NVDA vs FERG
+3.8%
-2.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -3.8% |
| 7D | -7.1% | +7.7% | -14.8% | -8.8% |
| 30D | -16.2% | +11.5% | -27.7% | -18.6% |
| 3M | -5.5% | -2.4% | -3.1% | -5.0% |
| 6M | +1.1% | -4.0% | +5.0% | +1.7% |
| YTD | +7.6% | +13.4% | -5.8% | +3.5% |
| 1Y | +1.0% | +3.1% | -2.1% | -1.7% |
| All | +1.0% | +3.8% | -2.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling