+184.1%
NOC vs EXPD
+314.6%
-130.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -5.2% | -1.1% | -4.0% | -4.9% |
| 30D | -7.2% | +4.1% | -11.3% | -8.1% |
| 3M | -5.1% | +17.9% | -23.0% | -9.0% |
| 6M | -31.1% | +29.2% | -60.3% | -35.5% |
| YTD | -8.6% | +27.4% | -35.9% | -14.8% |
| 1Y | -9.7% | +56.8% | -66.6% | -20.7% |
| 3Y | +24.3% | +68.0% | -43.8% | +5.0% |
| 5Y | +52.6% | +61.9% | -9.2% | +27.7% |
| All | +184.1% | +314.6% | -130.4% | +65.5% |
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