+2,135.4%
NOC vs FTI
+2,165.1%
-29.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | +5.3% | -10.5% | -6.0% |
| 30D | -7.2% | +15.3% | -22.5% | -9.4% |
| 3M | -5.1% | +15.8% | -20.9% | -7.6% |
| 6M | -31.1% | +22.6% | -53.7% | -33.7% |
| YTD | -8.6% | +79.5% | -88.1% | -17.6% |
| 1Y | -9.7% | +102.0% | -111.7% | -20.4% |
| 3Y | +24.3% | +315.8% | -291.5% | -5.4% |
| 5Y | +52.6% | +1,129.5% | -1,076.9% | -7.3% |
| 10Y | +183.6% | +320.9% | -137.3% | +87.0% |
| All | +2,135.4% | +2,165.1% | -29.8% | +958.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling