+161.3%
NOC vs FN
+837.6%
-676.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.2% | +2.3% |
| 7D | -2.9% | +16.3% | -19.2% | -3.5% |
| 30D | +12.1% | -24.7% | +36.9% | +13.0% |
| 3M | -5.3% | -34.9% | +29.7% | -4.2% |
| 6M | -1.0% | -41.1% | +40.1% | +0.1% |
| YTD | -4.3% | -19.6% | +15.3% | -5.3% |
| 1Y | -3.6% | -18.5% | +14.9% | -4.9% |
| 3Y | +22.9% | +119.1% | -96.2% | +10.4% |
| 5Y | +60.4% | +206.9% | -146.6% | +36.5% |
| 10Y | +161.3% | +826.4% | -665.2% | +92.9% |
| All | +161.3% | +837.6% | -676.3% | +92.9% |
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