+0.3%
NOC vs EXE
-23.9%
+24.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +4.8% | +5.3% | -0.5% | +4.7% |
| 30D | +11.0% | -2.2% | +13.2% | +11.0% |
| 3M | -3.8% | -5.9% | +2.1% | -3.9% |
| 6M | +0.6% | -5.7% | +6.4% | +0.4% |
| YTD | -2.3% | -17.8% | +15.5% | -3.0% |
| 1Y | +0.3% | -23.1% | +23.4% | -0.5% |
| All | +0.3% | -23.9% | +24.2% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling