+29.0%
NOC vs EXE
+21.0%
+8.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | -8.9% | +6.4% | -15.3% | -9.3% |
| 3M | -3.7% | +9.2% | -12.9% | -4.3% |
| 6M | -30.8% | -7.0% | -23.8% | -30.6% |
| YTD | -7.9% | -9.5% | +1.5% | -7.5% |
| 1Y | -9.4% | +6.2% | -15.7% | -10.9% |
| 3Y | +29.0% | +20.7% | +8.2% | +27.7% |
| All | +29.0% | +21.0% | +8.0% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling