-2.7%
NOC vs FN
-20.4%
+17.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.2% | +3.0% |
| 7D | -2.9% | +16.3% | -19.2% | -2.3% |
| 30D | +12.1% | -24.7% | +36.9% | +11.4% |
| 3M | -5.3% | -34.9% | +29.7% | -6.3% |
| 6M | -1.0% | -41.1% | +40.1% | -2.3% |
| YTD | -4.3% | -19.6% | +15.3% | -6.3% |
| All | -2.7% | -20.4% | +17.8% | -5.2% |
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