+56.7%
NOC vs FCEL
-90.4%
+147.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.6% |
| 7D | -1.6% | +15.1% | -16.6% | -1.6% |
| 30D | -10.4% | -16.4% | +6.1% | -10.4% |
| 3M | -5.6% | -5.3% | -0.3% | -5.7% |
| 6M | -30.4% | +124.5% | -154.9% | -30.6% |
| YTD | -8.5% | +126.7% | -135.2% | -8.8% |
| 1Y | -8.3% | +219.9% | -228.2% | -8.6% |
| 3Y | +28.2% | -61.6% | +89.9% | +30.3% |
| 5Y | +56.7% | -90.5% | +147.2% | +62.0% |
| All | +56.7% | -90.4% | +147.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling