+15,768.5%
NOC vs ED
+2,217.3%
+13,551.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -5.1% | +3.9% | -9.0% | -6.5% |
| 6M | -31.1% | -3.0% | -28.0% | -30.3% |
| YTD | -8.6% | +10.7% | -19.3% | -12.1% |
| 1Y | -9.7% | +13.3% | -23.1% | -14.0% |
| 3Y | +24.3% | +34.5% | -10.2% | +10.3% |
| 5Y | +52.6% | +67.1% | -14.5% | +24.3% |
| 10Y | +183.6% | +103.0% | +80.5% | +113.4% |
| All | +15,768.5% | +2,217.3% | +13,551.2% | +5,864.1% |
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