+1,348.4%
FERG vs NOC
+1,312.3%
+36.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.5% |
| 7D | 0.0% | -5.2% | +5.1% | +0.3% |
| 30D | -10.2% | -7.2% | -3.0% | -9.8% |
| 3M | -0.6% | -5.1% | +4.5% | -0.3% |
| 6M | -6.5% | -31.1% | +24.5% | -4.6% |
| YTD | +4.2% | -8.6% | +12.8% | +4.6% |
| 1Y | -2.3% | -9.7% | +7.5% | -1.8% |
| 3Y | +48.5% | +24.3% | +24.2% | +46.7% |
| 5Y | +72.0% | +52.6% | +19.4% | +69.2% |
| 10Y | +369.9% | +183.6% | +186.3% | +355.0% |
| All | +1,348.4% | +1,312.3% | +36.1% | +1,276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling