+168.0%
NOC vs EXPD
+304.0%
-136.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.5% |
| 7D | -5.8% | -7.2% | +1.3% | -4.2% |
| 30D | +10.9% | -3.3% | +14.2% | +11.7% |
| 3M | -7.1% | +3.4% | -10.5% | -7.9% |
| 6M | -5.3% | +22.7% | -28.0% | -10.2% |
| YTD | -6.8% | +24.5% | -31.3% | -12.7% |
| 1Y | -6.7% | +38.6% | -45.4% | -15.1% |
| 3Y | +17.2% | +71.5% | -54.3% | -1.8% |
| 5Y | +56.3% | +56.2% | 0.0% | +32.7% |
| All | +168.0% | +304.0% | -136.0% | +61.4% |
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