+16,510.8%
NOC vs ED
+2,457.0%
+14,053.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | -5.3% | +10.5% | -15.8% | -8.8% |
| 6M | -1.0% | +13.2% | -14.2% | -5.6% |
| YTD | -4.3% | +22.1% | -26.4% | -11.3% |
| 1Y | -3.6% | +24.2% | -27.8% | -11.3% |
| 3Y | +22.9% | +46.9% | -24.0% | +5.6% |
| 5Y | +60.4% | +80.8% | -20.4% | +26.9% |
| 10Y | +161.3% | +134.3% | +27.0% | +86.9% |
| All | +16,510.8% | +2,457.0% | +14,053.7% | +5,916.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling