+9,877.6%
NOC vs FCEL
-99.8%
+9,977.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.6% |
| 7D | -5.2% | -15.8% | +10.6% | -4.8% |
| 30D | -7.2% | -29.3% | +22.1% | -6.4% |
| 3M | -5.1% | -30.1% | +25.0% | -5.1% |
| 6M | -31.1% | +74.4% | -105.5% | -33.5% |
| YTD | -8.6% | +104.5% | -113.1% | -12.4% |
| 1Y | -9.7% | +281.4% | -291.1% | -15.6% |
| 3Y | +24.3% | -66.1% | +90.4% | +21.6% |
| 5Y | +52.6% | -91.9% | +144.5% | +53.1% |
| 10Y | +183.6% | -99.2% | +282.8% | +171.6% |
| All | +9,877.6% | -99.8% | +9,977.4% | +9,781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling