+143.4%
NOC vs FND
+58.4%
+85.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.1% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -8.9% | -23.6% | +14.7% | -6.5% |
| 3M | -3.7% | +4.3% | -8.0% | -4.5% |
| 6M | -30.8% | -20.3% | -10.5% | -29.7% |
| YTD | -7.9% | -21.3% | +13.4% | -6.5% |
| 1Y | -9.4% | -45.4% | +35.9% | -4.8% |
| 3Y | +29.0% | -48.9% | +77.8% | +33.5% |
| 5Y | +56.1% | -61.0% | +117.1% | +62.8% |
| All | +143.4% | +58.4% | +85.0% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling