+65.8%
NOC vs FN
+169.4%
-103.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.2% |
| 7D | +4.8% | +0.3% | +4.6% | +4.9% |
| 30D | +11.0% | -16.5% | +27.6% | +10.9% |
| 3M | -3.8% | -42.1% | +38.3% | -4.2% |
| 6M | +0.6% | -52.9% | +53.5% | +0.2% |
| YTD | -2.3% | -28.0% | +25.7% | -2.9% |
| 1Y | +0.3% | -18.5% | +18.8% | -0.4% |
| 3Y | +24.6% | +93.9% | -69.3% | +20.7% |
| All | +65.8% | +169.4% | -103.6% | +53.2% |
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 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