+189.8%
NOC vs FTI
+301.2%
-111.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.5% | +1.0% |
| 7D | -1.8% | -5.6% | +3.9% | -1.1% |
| 30D | -9.4% | +0.4% | -9.9% | -9.5% |
| 3M | -3.8% | +8.1% | -12.0% | -5.0% |
| 6M | -28.8% | +16.7% | -45.5% | -30.4% |
| YTD | -7.9% | +70.0% | -77.8% | -14.3% |
| 1Y | -9.0% | +85.4% | -94.5% | -16.5% |
| 3Y | +29.1% | +265.9% | -236.9% | +6.4% |
| 5Y | +58.9% | +1,072.7% | -1,013.8% | +8.9% |
| All | +189.8% | +301.2% | -111.4% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling