+161.4%
NOC vs EXPD
+337.7%
-176.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.2% |
| 7D | +4.9% | -1.6% | +6.4% | +5.2% |
| 30D | +13.6% | +0.6% | +13.0% | +13.4% |
| 3M | -3.9% | +9.8% | -13.7% | -6.1% |
| 6M | +1.4% | +25.8% | -24.3% | -4.4% |
| YTD | -2.2% | +31.3% | -33.5% | -9.5% |
| 1Y | -1.2% | +40.9% | -42.1% | -10.4% |
| 3Y | +25.0% | +74.7% | -49.7% | +4.6% |
| 5Y | +66.0% | +62.9% | +3.1% | +39.7% |
| 10Y | +161.4% | +334.3% | -172.9% | +55.4% |
| All | +161.4% | +337.7% | -176.3% | +55.4% |
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