+189.8%
NOC vs EXEL
+375.2%
-185.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.8% | -4.9% | +5.7% | +1.2% |
| 30D | -9.7% | +11.4% | -21.1% | -10.6% |
| 3M | -5.6% | +4.9% | -10.5% | -6.2% |
| 6M | -28.6% | +34.4% | -63.0% | -30.7% |
| YTD | -7.9% | +28.0% | -35.9% | -10.4% |
| 1Y | -9.5% | +43.6% | -53.2% | -13.2% |
| 3Y | +28.4% | +155.2% | -126.8% | +13.6% |
| 5Y | +59.0% | +181.2% | -122.2% | +37.3% |
| All | +189.8% | +375.2% | -185.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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