+181.6%
NOC vs FICO
+605.7%
-424.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -0.2% |
| 7D | -5.2% | -19.2% | +14.0% | -2.5% |
| 30D | -7.2% | -14.6% | +7.4% | -5.4% |
| 3M | -5.1% | -20.1% | +15.0% | -2.9% |
| 6M | -31.1% | -36.3% | +5.2% | -27.6% |
| YTD | -8.6% | -44.9% | +36.3% | -2.1% |
| 1Y | -9.7% | -38.6% | +28.9% | -5.5% |
| 3Y | +24.3% | +4.0% | +20.3% | +13.4% |
| 5Y | +52.6% | +99.5% | -46.9% | +17.3% |
| All | +181.6% | +605.7% | -424.2% | +44.7% |
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