-51.7%
FIG vs NOC
-7.1%
-44.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.8% | +5.2% |
| 7D | -4.7% | -5.0% | +0.3% | -4.7% |
| 30D | +0.5% | +10.3% | -9.8% | +0.4% |
| 3M | -18.4% | -4.3% | -14.1% | -18.7% |
| 6M | +10.9% | -6.5% | +17.4% | +9.1% |
| YTD | -40.8% | -6.7% | -34.0% | -43.7% |
| 1Y | -51.7% | -7.5% | -44.2% | -54.0% |
| All | -51.7% | -7.1% | -44.6% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling