+875.7%
NVDA vs FERG
+66.7%
+809.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.7% |
| 7D | -4.3% | -1.0% | -3.3% | -3.7% |
| 30D | +0.5% | -11.8% | +12.3% | +8.0% |
| 3M | +9.1% | -1.2% | +10.3% | +9.0% |
| 6M | +18.5% | -2.3% | +20.8% | +17.9% |
| YTD | +17.4% | +0.8% | +16.6% | +13.9% |
| 1Y | +23.4% | +0.5% | +23.0% | +18.2% |
| 3Y | +380.6% | +51.4% | +329.2% | +213.1% |
| 5Y | +875.7% | +67.5% | +808.2% | +445.6% |
| All | +875.7% | +66.7% | +809.0% | +445.6% |
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