+157.4%
NOC vs ED
+147.1%
+10.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.4% |
| 7D | +4.8% | +2.1% | +2.8% | +3.9% |
| 30D | +11.0% | +10.4% | +0.6% | +6.1% |
| 3M | -3.8% | +12.5% | -16.3% | -8.9% |
| 6M | +0.6% | +14.9% | -14.3% | -5.7% |
| YTD | -2.3% | +24.8% | -27.1% | -11.8% |
| 1Y | +0.3% | +23.8% | -23.6% | -9.3% |
| 3Y | +24.6% | +51.6% | -27.0% | +1.6% |
| 5Y | +66.0% | +86.4% | -20.4% | +21.4% |
| All | +157.4% | +147.1% | +10.3% | +88.9% |
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