-9.5%
NOC vs FND
-45.3%
+35.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +0.8% | -5.8% | +6.5% | +1.1% |
| 30D | -9.7% | -20.2% | +10.5% | -8.6% |
| 3M | -5.6% | -12.0% | +6.3% | -5.0% |
| 6M | -28.6% | -18.5% | -10.1% | -27.5% |
| YTD | -7.9% | -22.3% | +14.4% | -6.1% |
| 1Y | -9.5% | -47.6% | +38.1% | -7.3% |
| All | -9.5% | -45.3% | +35.8% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling