+157.4%
NOC vs USFR
+28.6%
+128.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +0.1% | +4.8% | +4.8% |
| 30D | +11.0% | +0.4% | +10.7% | +10.9% |
| 3M | -3.8% | +1.1% | -4.8% | -4.2% |
| 6M | +0.6% | +2.0% | -1.4% | -0.1% |
| YTD | -2.3% | +3.5% | -5.8% | -3.5% |
| 1Y | +0.3% | +4.1% | -3.8% | -1.3% |
| 3Y | +24.6% | +14.4% | +10.2% | +19.2% |
| 5Y | +66.0% | +21.4% | +44.6% | +55.2% |
| All | +157.4% | +28.6% | +128.8% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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