-80.3%
FIG vs NOC
-7.5%
-72.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.7% |
| 7D | -16.4% | -2.7% | -13.7% | -16.2% |
| 30D | -2.3% | -8.9% | +6.5% | -1.7% |
| 3M | +7.8% | -3.7% | +11.5% | +7.4% |
| 6M | -21.8% | -30.8% | +9.0% | -22.4% |
| YTD | -39.1% | -7.9% | -31.2% | -44.0% |
| 1Y | -56.6% | -9.4% | -47.2% | -56.0% |
| All | -80.3% | -7.5% | -72.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling