+56.1%
NOC vs ED
+71.7%
-15.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | -8.9% | +1.1% | -10.0% | -9.3% |
| 3M | -3.7% | +4.6% | -8.3% | -5.4% |
| 6M | -30.8% | -2.0% | -28.8% | -30.3% |
| YTD | -7.9% | +11.7% | -19.6% | -12.0% |
| 1Y | -9.4% | +15.7% | -25.2% | -14.7% |
| 3Y | +29.0% | +34.4% | -5.4% | +13.3% |
| 5Y | +56.1% | +67.3% | -11.3% | +31.4% |
| All | +56.1% | +71.7% | -15.6% | +31.4% |
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