-57.0%
FIG vs NOC
-1.3%
-55.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | +2.6% | +4.5% | -1.9% | +2.6% |
| 30D | -13.1% | +14.1% | -27.1% | -13.0% |
| 3M | -20.3% | -4.5% | -15.9% | -20.7% |
| 6M | -2.1% | -0.8% | -1.4% | -3.6% |
| YTD | -49.4% | -2.5% | -46.8% | -51.3% |
| 1Y | -57.0% | -0.1% | -56.9% | -58.7% |
| All | -57.0% | -1.3% | -55.7% | -58.7% |
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