+1,663.2%
NOC vs EXR
+2,662.2%
-999.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -5.2% | -2.6% | -2.6% | -4.5% |
| 30D | -7.2% | -7.2% | 0.0% | -5.4% |
| 3M | -5.1% | -3.5% | -1.6% | -4.3% |
| 6M | -31.1% | -5.3% | -25.8% | -30.2% |
| YTD | -8.6% | +9.4% | -17.9% | -10.9% |
| 1Y | -9.7% | +1.3% | -11.0% | -10.4% |
| 3Y | +24.3% | +22.4% | +1.9% | +14.5% |
| 5Y | +52.6% | -12.2% | +64.9% | +50.5% |
| 10Y | +183.6% | +148.6% | +35.0% | +104.9% |
| All | +1,663.2% | +2,662.2% | -999.0% | +534.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 all: compounded portfolio wealth divided by compounded EXR 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…
all analysis · Full analysis span regression · 6 months rolling