+2,293.9%
NOC vs FLR
+587.1%
+1,706.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -1.6% | -3.1% | +1.6% | -1.2% |
| 30D | -10.4% | +4.9% | -15.3% | -11.0% |
| 3M | -5.6% | +10.8% | -16.4% | -7.4% |
| 6M | -30.4% | +19.7% | -50.1% | -32.7% |
| YTD | -8.5% | +38.4% | -46.8% | -13.3% |
| 1Y | -8.3% | +34.7% | -43.0% | -13.2% |
| 3Y | +28.2% | +56.7% | -28.4% | +15.0% |
| 5Y | +56.7% | +241.6% | -184.9% | +23.3% |
| 10Y | +189.3% | +20.2% | +169.1% | +147.4% |
| All | +2,293.9% | +587.1% | +1,706.7% | +1,741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling