-7.8%
NOC vs FFIV
+21.8%
-29.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | -1.5% | -1.1% | -2.6% |
| 30D | -8.9% | -2.7% | -6.2% | -8.7% |
| 3M | -3.7% | -1.7% | -2.0% | -3.9% |
| 6M | -30.8% | +36.1% | -66.9% | -33.4% |
| YTD | -7.9% | +52.6% | -60.6% | -13.6% |
| All | -7.8% | +21.8% | -29.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling