+162.8%
NOC vs EXPD
+329.8%
-167.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.3% | -7.4% | +7.1% | +1.5% |
| 30D | +14.1% | -2.1% | +16.2% | +14.6% |
| 3M | -4.6% | +5.7% | -10.3% | -6.0% |
| 6M | +0.7% | +21.4% | -20.6% | -4.2% |
| YTD | -2.6% | +27.6% | -30.2% | -9.3% |
| 1Y | -1.0% | +36.1% | -37.1% | -9.4% |
| 3Y | +24.5% | +69.9% | -45.4% | +4.8% |
| 5Y | +64.3% | +59.7% | +4.6% | +38.7% |
| 10Y | +162.8% | +323.0% | -160.3% | +56.5% |
| All | +162.8% | +329.8% | -167.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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