-1.0%
NOC vs FN
-24.2%
+23.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.5% | +1.6% |
| 7D | -0.3% | -4.1% | +3.8% | -0.4% |
| 30D | +14.1% | -28.3% | +42.5% | +13.2% |
| 3M | -4.6% | -33.9% | +29.2% | -5.7% |
| 6M | +0.7% | -43.9% | +44.6% | -0.7% |
| YTD | -2.6% | -23.4% | +20.8% | -4.8% |
| 1Y | -1.0% | -25.4% | +24.4% | -3.7% |
| All | -1.0% | -24.2% | +23.3% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling