+87.9%
NOC vs EXE
+182.2%
-94.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +0.8% | -3.1% | +3.9% | +1.2% |
| 30D | -9.7% | -0.9% | -8.8% | -9.6% |
| 3M | -5.6% | +9.6% | -15.2% | -6.9% |
| 6M | -28.6% | -11.6% | -17.0% | -27.5% |
| YTD | -7.9% | -12.6% | +4.7% | -6.6% |
| 1Y | -9.5% | +1.2% | -10.7% | -10.6% |
| 3Y | +28.4% | +18.0% | +10.3% | +22.3% |
| 5Y | +59.0% | +101.1% | -42.1% | +39.7% |
| All | +87.9% | +182.2% | -94.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling