+156.8%
NOC vs FFIV
+124.6%
+32.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +4.5% | +1.9% | +2.7% | +4.3% |
| 30D | +14.1% | -33.3% | +47.4% | +20.0% |
| 3M | -4.5% | -24.9% | +20.4% | -1.4% |
| 6M | -0.8% | -10.5% | +9.8% | -0.6% |
| YTD | -2.5% | +24.4% | -27.0% | -7.9% |
| 1Y | -0.1% | +32.3% | -32.3% | -6.6% |
| 3Y | +24.6% | +99.7% | -75.1% | +5.4% |
| 5Y | +65.6% | +38.4% | +27.2% | +49.4% |
| All | +156.8% | +124.6% | +32.2% | +94.1% |
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