+157.4%
NOC vs FDS
+127.7%
+29.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +4.8% | +1.5% | +3.4% | +4.5% |
| 30D | +11.0% | +14.8% | -3.8% | +7.4% |
| 3M | -3.8% | +16.3% | -20.1% | -7.5% |
| 6M | +0.6% | +66.2% | -65.6% | -12.1% |
| YTD | -2.3% | +16.2% | -18.5% | -7.4% |
| 1Y | +0.3% | +21.8% | -21.6% | -6.5% |
| 3Y | +24.6% | -23.9% | +48.5% | +31.1% |
| 5Y | +66.0% | -23.1% | +89.1% | +71.0% |
| All | +157.4% | +127.7% | +29.7% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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