+157.4%
NOC vs FICO
+527.0%
-369.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | +2.2% | +2.6% | +4.5% |
| 30D | +11.0% | +0.1% | +11.0% | +10.8% |
| 3M | -3.8% | -35.2% | +31.4% | +0.8% |
| 6M | +0.6% | -32.4% | +33.0% | +4.0% |
| YTD | -2.3% | -57.4% | +55.1% | +7.2% |
| 1Y | +0.3% | -58.5% | +58.8% | +10.4% |
| 3Y | +24.6% | -28.9% | +53.5% | +19.6% |
| 5Y | +66.0% | +91.7% | -25.7% | +23.6% |
| All | +157.4% | +527.0% | -369.6% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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