+27.5%
NOC vs FND
-50.0%
+77.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | -10.4% | -19.6% | +9.2% | -9.7% |
| 3M | -5.6% | -4.3% | -1.3% | -5.6% |
| 6M | -30.4% | -20.4% | -9.9% | -30.0% |
| YTD | -8.5% | -21.9% | +13.4% | -7.8% |
| 1Y | -8.3% | -45.2% | +36.9% | -7.1% |
| All | +27.5% | -50.0% | +77.6% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling