+189.8%
NOC vs ED
+108.5%
+81.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.8% | -0.8% | +1.5% | +1.1% |
| 30D | -9.7% | -0.4% | -9.3% | -9.5% |
| 3M | -5.6% | +0.5% | -6.1% | -5.9% |
| 6M | -28.6% | -3.1% | -25.4% | -27.7% |
| YTD | -7.9% | +9.8% | -17.7% | -11.8% |
| 1Y | -9.5% | +12.6% | -22.1% | -14.4% |
| 3Y | +28.4% | +31.4% | -3.0% | +11.9% |
| 5Y | +59.0% | +69.4% | -10.5% | +22.1% |
| All | +189.8% | +108.5% | +81.3% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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