+157.4%
NOC vs FCEL
-99.1%
+256.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | +4.8% | -2.8% | +7.7% | +4.9% |
| 30D | +11.0% | -31.6% | +42.7% | +11.4% |
| 3M | -3.8% | -52.4% | +48.6% | -3.2% |
| 6M | +0.6% | -51.4% | +52.1% | +0.7% |
| YTD | -2.3% | +32.4% | -34.7% | -3.8% |
| 1Y | +0.3% | +37.5% | -37.2% | -1.4% |
| 3Y | +24.6% | -69.3% | +93.9% | +23.7% |
| 5Y | +66.0% | -97.1% | +163.1% | +69.7% |
| All | +157.4% | -99.1% | +256.5% | +150.3% |
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