+158.3%
NOC vs FND
+57.9%
+100.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +4.8% | -6.8% | +11.7% | +5.5% |
| 30D | +11.0% | +8.0% | +3.1% | +10.0% |
| 3M | -3.8% | -18.9% | +15.1% | -2.1% |
| 6M | +0.6% | +4.7% | -4.0% | -0.6% |
| YTD | -2.3% | -21.6% | +19.3% | -1.0% |
| 1Y | +0.3% | -22.0% | +22.3% | +1.5% |
| 3Y | +24.6% | -40.4% | +65.0% | +26.4% |
| 5Y | +66.0% | -63.8% | +129.8% | +75.2% |
| All | +158.3% | +57.9% | +100.5% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling