+65.8%
NOC vs FLR
+112.0%
-46.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +4.8% | +5.4% | -0.5% | +4.5% |
| 30D | +11.0% | +2.8% | +8.2% | +10.8% |
| 3M | -3.8% | -6.4% | +2.6% | -3.5% |
| 6M | +0.6% | +8.8% | -8.1% | -0.4% |
| YTD | -2.3% | +23.6% | -25.9% | -4.5% |
| 1Y | +0.3% | +13.8% | -13.5% | -1.5% |
| 3Y | +24.6% | +36.5% | -11.9% | +15.3% |
| All | +65.8% | +112.0% | -46.2% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling