+2,869.4%
NOC vs FFIV
+7,518.9%
-4,649.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -7.2% | -5.1% | -2.1% | -6.9% |
| 3M | -5.1% | -4.5% | -0.7% | -4.9% |
| 6M | -31.1% | +36.5% | -67.5% | -32.7% |
| YTD | -8.6% | +53.0% | -61.6% | -11.5% |
| 1Y | -9.7% | +24.2% | -33.9% | -11.4% |
| 3Y | +24.3% | +137.2% | -112.9% | +16.0% |
| 5Y | +52.6% | +91.8% | -39.1% | +43.6% |
| 10Y | +183.6% | +215.2% | -31.6% | +156.0% |
| All | +2,869.4% | +7,518.9% | -4,649.5% | +2,023.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling