+56.9%
NOC vs FLNC
-71.1%
+128.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.7% |
| 7D | -1.8% | -5.0% | +3.2% | -1.7% |
| 30D | -9.4% | -26.1% | +16.6% | -9.3% |
| 3M | -3.8% | -55.2% | +51.3% | -3.5% |
| 6M | -28.8% | -42.6% | +13.8% | -28.9% |
| YTD | -7.9% | -51.0% | +43.1% | -7.9% |
| 1Y | -9.0% | +43.3% | -52.4% | -11.0% |
| 3Y | +29.1% | -63.4% | +92.5% | +27.6% |
| All | +56.9% | -71.1% | +128.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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