+27.5%
NOC vs FLR
+56.0%
-28.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -1.6% | -3.1% | +1.6% | -1.6% |
| 30D | -10.4% | +4.9% | -15.3% | -10.4% |
| 3M | -5.6% | +10.8% | -16.4% | -5.7% |
| 6M | -30.4% | +19.7% | -50.1% | -30.6% |
| YTD | -8.5% | +38.4% | -46.8% | -8.8% |
| 1Y | -8.3% | +34.7% | -43.0% | -8.7% |
| All | +27.5% | +56.0% | -28.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling