+162.8%
NOC vs FFIV
+126.0%
+36.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.3% | -4.2% | +3.9% | +0.3% |
| 30D | +14.1% | -33.9% | +48.0% | +20.2% |
| 3M | -4.6% | -22.6% | +18.0% | -2.1% |
| 6M | +0.7% | -10.4% | +11.1% | +0.8% |
| YTD | -2.6% | +24.3% | -26.9% | -8.0% |
| 1Y | -1.0% | +31.8% | -32.8% | -7.4% |
| 3Y | +24.5% | +99.5% | -75.0% | +5.3% |
| 5Y | +64.3% | +40.7% | +23.6% | +47.5% |
| 10Y | +162.8% | +126.9% | +35.9% | +99.6% |
| All | +162.8% | +126.0% | +36.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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