+40.6%
NOC vs FGI
-70.6%
+111.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -5.8% | -7.0% | +1.1% | -5.8% |
| 30D | +10.9% | -4.2% | +15.1% | +10.9% |
| 3M | -7.1% | +55.6% | -62.7% | -7.7% |
| 6M | -5.3% | -3.2% | -2.2% | -5.7% |
| YTD | -6.8% | +29.1% | -35.9% | -7.8% |
| 1Y | -6.7% | +51.0% | -57.7% | -8.1% |
| 3Y | +17.2% | +1.5% | +15.7% | +14.3% |
| All | +40.6% | -70.6% | +111.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling