+64.3%
NOC vs FN
+194.7%
-130.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.5% | +1.7% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +14.1% | -28.3% | +42.5% | +13.8% |
| 3M | -4.6% | -33.9% | +29.2% | -5.0% |
| 6M | +0.7% | -43.9% | +44.6% | +0.3% |
| YTD | -2.6% | -23.4% | +20.8% | -3.1% |
| 1Y | -1.0% | -25.4% | +24.4% | -1.5% |
| 3Y | +24.5% | +107.9% | -83.4% | +20.6% |
| 5Y | +64.3% | +195.1% | -130.8% | +51.4% |
| All | +64.3% | +194.7% | -130.4% | +51.4% |
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