+56.7%
NOC vs FN
+170.4%
-113.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | +0.1% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +10.9% | -34.3% | +45.2% | +10.5% |
| 3M | -7.1% | -39.9% | +32.8% | -7.5% |
| 6M | -5.3% | -51.8% | +46.5% | -5.8% |
| YTD | -6.8% | -28.1% | +21.3% | -7.4% |
| 1Y | -6.7% | -29.1% | +22.4% | -7.3% |
| 3Y | +17.2% | +102.4% | -85.3% | +13.2% |
| All | +56.7% | +170.4% | -113.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling