+189.3%
NOC vs FFIV
+239.4%
-50.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -1.1% |
| 7D | -1.6% | +3.5% | -5.0% | -2.1% |
| 30D | -10.4% | -1.3% | -9.1% | -10.3% |
| 3M | -5.6% | +2.4% | -8.0% | -6.2% |
| 6M | -30.4% | +41.8% | -72.2% | -34.5% |
| YTD | -8.5% | +58.5% | -67.0% | -15.6% |
| 1Y | -8.3% | +24.3% | -32.7% | -12.2% |
| 3Y | +28.2% | +152.0% | -123.8% | +6.2% |
| 5Y | +56.7% | +99.1% | -42.4% | +33.7% |
| 10Y | +189.3% | +242.8% | -53.4% | +113.6% |
| All | +189.3% | +239.4% | -50.1% | +113.6% |
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