+161.3%
NOC vs EXPD
+334.2%
-172.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.0% |
| 7D | -2.9% | -5.5% | +2.5% | -1.7% |
| 30D | +12.1% | -1.9% | +14.0% | +12.6% |
| 3M | -5.3% | +6.1% | -11.3% | -6.7% |
| 6M | -1.0% | +21.6% | -22.6% | -5.9% |
| YTD | -4.3% | +27.9% | -32.2% | -10.9% |
| 1Y | -3.6% | +39.4% | -43.0% | -12.4% |
| 3Y | +22.9% | +72.7% | -49.8% | +2.9% |
| 5Y | +60.4% | +60.3% | +0.1% | +35.2% |
| 10Y | +161.3% | +332.6% | -171.3% | +53.9% |
| All | +161.3% | +334.2% | -172.9% | +53.9% |
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