+168.0%
NOC vs FICO
+512.2%
-344.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | +10.9% | +3.3% | +7.5% | +10.1% |
| 3M | -7.1% | -31.7% | +24.6% | -3.5% |
| 6M | -5.3% | -34.0% | +28.6% | -1.9% |
| YTD | -6.8% | -58.3% | +51.5% | +2.5% |
| 1Y | -6.7% | -57.9% | +51.2% | +2.4% |
| 3Y | +17.2% | -24.1% | +41.2% | +10.8% |
| 5Y | +56.3% | +85.3% | -29.0% | +17.1% |
| All | +168.0% | +512.2% | -344.2% | +40.1% |
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