+67.7%
FERG vs NOC
+58.2%
+9.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | +0.8% | -3.3% | -2.7% |
| 30D | -8.9% | -9.7% | +0.8% | -7.8% |
| 3M | -2.0% | -5.6% | +3.6% | -1.5% |
| 6M | -3.2% | -28.6% | +25.4% | +0.5% |
| YTD | +1.5% | -7.9% | +9.4% | +2.0% |
| 1Y | +0.5% | -9.5% | +10.0% | +1.2% |
| 3Y | +50.4% | +28.4% | +22.0% | +45.6% |
| All | +67.7% | +58.2% | +9.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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