+2,455.7%
NOC vs FLR
+513.8%
+1,941.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +4.8% | +5.4% | -0.5% | +4.1% |
| 30D | +11.0% | +2.8% | +8.2% | +10.5% |
| 3M | -3.8% | -6.4% | +2.6% | -3.3% |
| 6M | +0.6% | +8.8% | -8.1% | -1.4% |
| YTD | -2.3% | +23.6% | -25.9% | -6.3% |
| 1Y | +0.3% | +13.8% | -13.5% | -3.0% |
| 3Y | +24.6% | +36.5% | -11.9% | +13.7% |
| 5Y | +66.0% | +119.3% | -53.4% | +38.9% |
| 10Y | +161.2% | +8.0% | +153.2% | +126.5% |
| All | +2,455.7% | +513.8% | +1,941.9% | +1,888.9% |
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