+174.1%
NOC vs FTV
+90.8%
+83.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -5.2% | -4.5% | -0.7% | -4.1% |
| 30D | -7.2% | -7.1% | -0.1% | -5.5% |
| 3M | -5.1% | -7.2% | +2.1% | -3.5% |
| 6M | -31.1% | -1.5% | -29.6% | -31.1% |
| YTD | -8.6% | +3.5% | -12.1% | -10.2% |
| 1Y | -9.7% | +20.3% | -30.1% | -15.0% |
| 3Y | +24.3% | -3.1% | +27.4% | +22.0% |
| 5Y | +52.6% | +2.3% | +50.3% | +44.7% |
| 10Y | +183.6% | +76.3% | +107.3% | +122.5% |
| All | +174.1% | +90.8% | +83.3% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling