+56.1%
NOC vs FDS
-20.4%
+76.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.2% |
| 7D | -2.7% | -5.4% | +2.7% | -2.1% |
| 30D | -8.9% | +1.6% | -10.4% | -9.1% |
| 3M | -3.7% | +17.7% | -21.4% | -5.8% |
| 6M | -30.8% | +29.1% | -59.9% | -33.3% |
| YTD | -7.9% | +1.0% | -8.9% | -8.4% |
| 1Y | -9.4% | -21.6% | +12.2% | -6.1% |
| 3Y | +29.0% | -30.1% | +59.1% | +35.2% |
| 5Y | +56.1% | -20.7% | +76.8% | +55.1% |
| All | +56.1% | -20.4% | +76.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling