-9.7%
NOC vs FTI
+108.8%
-118.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | +5.3% | -10.5% | -5.6% |
| 30D | -7.2% | +15.3% | -22.5% | -8.5% |
| 3M | -5.1% | +15.8% | -20.9% | -6.7% |
| 6M | -31.1% | +22.6% | -53.7% | -32.6% |
| YTD | -8.6% | +79.5% | -88.1% | -15.7% |
| 1Y | -9.7% | +102.0% | -111.7% | -18.0% |
| All | -9.7% | +108.8% | -118.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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