+60.4%
NOC vs ED
+82.1%
-21.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.9% | -0.1% | -2.9% | -3.0% |
| 30D | +12.1% | +11.6% | +0.6% | +7.2% |
| 3M | -5.3% | +10.5% | -15.8% | -9.2% |
| 6M | -1.0% | +13.2% | -14.2% | -6.1% |
| YTD | -4.3% | +22.1% | -26.4% | -11.9% |
| 1Y | -3.6% | +24.2% | -27.8% | -12.0% |
| 3Y | +22.9% | +46.9% | -24.0% | +3.7% |
| 5Y | +60.4% | +80.8% | -20.4% | +24.6% |
| All | +60.4% | +82.1% | -21.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling