+1,335.0%
FERG vs NSC
+812.7%
+522.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +3.4% | -1.5% | +4.9% | +3.6% |
| 30D | -11.5% | -1.9% | -9.6% | -11.2% |
| 3M | +1.3% | +6.2% | -5.0% | +0.3% |
| 6M | -1.0% | +9.2% | -10.1% | -2.4% |
| YTD | +3.2% | +15.0% | -11.8% | +0.9% |
| 1Y | -3.0% | +21.1% | -24.0% | -5.8% |
| 3Y | +55.0% | +78.6% | -23.6% | +42.9% |
| 5Y | +72.6% | +45.9% | +26.8% | +62.3% |
| 10Y | +358.9% | +326.9% | +32.1% | +317.9% |
| All | +1,335.0% | +812.7% | +522.3% | +1,207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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