-83.2%
FIG vs NOC
-1.8%
-81.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +3.4% | +4.8% | -1.4% | +3.0% |
| 30D | -9.5% | +11.0% | -20.5% | -10.3% |
| 3M | -26.2% | -3.8% | -22.4% | -26.2% |
| 6M | +2.7% | +0.6% | +2.0% | +1.5% |
| YTD | -48.0% | -2.3% | -45.7% | -52.4% |
| 1Y | -52.0% | +0.3% | -52.3% | -57.3% |
| All | -83.2% | -1.8% | -81.3% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling