+16,084.9%
NOC vs FICO
+78,963.7%
-62,878.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | +8.7% | +1.7% | +7.0% | +8.3% |
| 3M | -5.4% | -35.2% | +29.8% | -2.0% |
| 6M | -5.1% | -33.7% | +28.5% | -2.5% |
| YTD | -6.8% | -58.2% | +51.4% | 0.0% |
| 1Y | -6.4% | -56.6% | +50.1% | -0.1% |
| 3Y | +17.3% | -24.0% | +41.3% | +15.6% |
| 5Y | +56.3% | +86.1% | -29.7% | +37.2% |
| 10Y | +173.9% | +522.8% | -348.9% | +109.2% |
| All | +16,084.9% | +78,963.7% | -62,878.8% | +8,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling