+189.3%
NOC vs FDS
+72.8%
+116.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.2% |
| 7D | -1.6% | -8.8% | +7.2% | +0.5% |
| 30D | -10.4% | -1.4% | -9.0% | -10.2% |
| 3M | -5.6% | +13.9% | -19.5% | -9.1% |
| 6M | -30.4% | +27.4% | -57.8% | -35.4% |
| YTD | -8.5% | -2.5% | -6.0% | -9.4% |
| 1Y | -8.3% | -23.8% | +15.5% | -3.2% |
| 3Y | +28.2% | -32.5% | +60.7% | +38.1% |
| 5Y | +56.7% | -23.2% | +79.9% | +58.0% |
| 10Y | +189.3% | +76.4% | +112.9% | +109.3% |
| All | +189.3% | +72.8% | +116.5% | +109.3% |
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