+161.4%
NOC vs FN
+850.1%
-688.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | +0.2% |
| 7D | +4.9% | +8.0% | -3.1% | +4.5% |
| 30D | +13.6% | -19.1% | +32.7% | +14.2% |
| 3M | -3.9% | -29.8% | +26.0% | -3.1% |
| 6M | +1.4% | -43.2% | +44.6% | +2.7% |
| YTD | -2.2% | -18.9% | +16.8% | -3.3% |
| 1Y | -1.2% | -17.9% | +16.7% | -2.5% |
| 3Y | +25.0% | +120.1% | -95.1% | +12.3% |
| 5Y | +66.0% | +206.7% | -140.7% | +41.4% |
| 10Y | +161.4% | +804.7% | -643.2% | +92.0% |
| All | +161.4% | +850.1% | -688.7% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling