+181.6%
NOC vs FN
+900.0%
-718.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.6% |
| 7D | -5.2% | -1.7% | -3.5% | -5.1% |
| 30D | -7.2% | -22.0% | +14.8% | -6.5% |
| 3M | -5.1% | -43.0% | +37.9% | -3.4% |
| 6M | -31.1% | -27.7% | -3.3% | -30.9% |
| YTD | -8.6% | -10.5% | +1.9% | -9.6% |
| 1Y | -9.7% | +12.5% | -22.2% | -12.1% |
| 3Y | +24.3% | +153.8% | -129.5% | +11.0% |
| 5Y | +52.6% | +288.0% | -235.4% | +27.9% |
| All | +181.6% | +900.0% | -718.4% | +105.9% |
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