+16,877.1%
NOC vs ED
+2,474.3%
+14,402.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.9% | -0.9% | +5.8% | +5.2% |
| 30D | +13.6% | +11.2% | +2.4% | +9.2% |
| 3M | -3.9% | +11.8% | -15.6% | -7.8% |
| 6M | +1.4% | +14.1% | -12.7% | -3.5% |
| YTD | -2.2% | +23.0% | -25.2% | -9.6% |
| 1Y | -1.2% | +23.7% | -24.8% | -8.9% |
| 3Y | +25.0% | +47.7% | -22.7% | +7.2% |
| 5Y | +66.0% | +82.6% | -16.6% | +30.9% |
| 10Y | +161.4% | +141.8% | +19.7% | +85.1% |
| All | +16,877.1% | +2,474.3% | +14,402.8% | +6,034.2% |
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