-79.9%
FIG vs NOC
-7.4%
-72.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | -2.3% | -9.7% | +7.4% | -1.7% |
| 3M | +20.0% | -5.6% | +25.6% | +19.5% |
| 6M | -16.7% | -28.6% | +11.9% | -17.0% |
| YTD | -37.9% | -7.9% | -30.0% | -42.9% |
| 1Y | -58.5% | -9.5% | -49.0% | -58.0% |
| All | -79.9% | -7.4% | -72.5% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling