+65.8%
NOC vs FICO
+91.4%
-25.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | +2.2% | +2.6% | +4.7% |
| 30D | +11.0% | +0.1% | +11.0% | +10.9% |
| 3M | -3.8% | -35.2% | +31.4% | -2.0% |
| 6M | +0.6% | -32.4% | +33.0% | +2.1% |
| YTD | -2.3% | -57.4% | +55.1% | +1.1% |
| 1Y | +0.3% | -58.5% | +58.8% | +3.8% |
| 3Y | +24.6% | -28.9% | +53.5% | +22.3% |
| All | +65.8% | +91.4% | -25.6% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling