+56.7%
NOC vs EXE
+100.7%
-44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -10.4% | -0.4% | -10.0% | -10.3% |
| 3M | -5.6% | +9.5% | -15.1% | -6.9% |
| 6M | -30.4% | -9.3% | -21.0% | -29.6% |
| YTD | -8.5% | -10.9% | +2.4% | -7.4% |
| 1Y | -8.3% | +4.3% | -12.6% | -9.9% |
| 3Y | +28.2% | +18.8% | +9.4% | +21.8% |
| 5Y | +56.7% | +101.4% | -44.7% | +37.8% |
| All | +56.7% | +100.7% | -44.0% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling