+157.4%
NOC vs FTV
+109.2%
+48.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | +3.9% | +0.9% | +3.8% |
| 30D | +11.0% | +18.7% | -7.6% | +6.2% |
| 3M | -3.8% | +10.0% | -13.8% | -6.3% |
| 6M | +0.6% | +14.6% | -13.9% | -3.1% |
| YTD | -2.3% | +23.4% | -25.7% | -8.4% |
| 1Y | +0.3% | +31.3% | -31.0% | -7.6% |
| 3Y | +24.6% | +39.8% | -15.2% | +10.0% |
| 5Y | +66.0% | +17.7% | +48.3% | +52.4% |
| All | +157.4% | +109.2% | +48.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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