+189.8%
NOC vs FCEL
-99.2%
+289.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +0.7% |
| 7D | -1.8% | +6.3% | -8.0% | -1.8% |
| 30D | -9.4% | -18.8% | +9.4% | -9.3% |
| 3M | -3.8% | -3.8% | 0.0% | -4.2% |
| 6M | -28.8% | +121.1% | -149.9% | -30.1% |
| YTD | -7.9% | +113.3% | -121.1% | -9.6% |
| 1Y | -9.0% | +173.5% | -182.6% | -11.2% |
| 3Y | +29.1% | -63.9% | +93.0% | +28.2% |
| 5Y | +58.9% | -90.7% | +149.6% | +59.7% |
| All | +189.8% | -99.2% | +289.0% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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