+36.8%
NOK vs FERG
+1,315.5%
-1,278.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +9.3% | +0.9% | +8.5% | +9.2% |
| 30D | +17.9% | -15.1% | +32.9% | +20.4% |
| 3M | -22.3% | -4.8% | -17.5% | -21.9% |
| 6M | +36.4% | -2.5% | +38.8% | +36.5% |
| YTD | +66.3% | +1.8% | +64.5% | +65.3% |
| 1Y | +134.4% | -0.3% | +134.7% | +133.2% |
| 3Y | +186.6% | +52.9% | +133.7% | +167.6% |
| 5Y | +102.7% | +69.3% | +33.4% | +85.4% |
| 10Y | +129.8% | +352.7% | -222.9% | +97.0% |
| All | +36.8% | +1,315.5% | -1,278.7% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling