+156.8%
NOC vs FE
+123.7%
+33.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +14.1% | +3.9% | +10.2% | +12.6% |
| 3M | -4.5% | -0.1% | -4.4% | -4.4% |
| 6M | -0.8% | +6.1% | -6.8% | -2.9% |
| YTD | -2.5% | +8.1% | -10.6% | -5.2% |
| 1Y | -0.1% | +4.4% | -4.5% | -1.7% |
| 3Y | +24.6% | +49.0% | -24.4% | +7.7% |
| 5Y | +65.6% | +46.1% | +19.5% | +43.0% |
| All | +156.8% | +123.7% | +33.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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