+186.3%
NOC vs FE
+113.1%
+73.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -8.9% | -2.1% | -6.7% | -8.2% |
| 3M | -3.7% | +2.6% | -6.3% | -4.6% |
| 6M | -30.8% | -6.8% | -24.0% | -29.2% |
| YTD | -7.9% | +6.9% | -14.8% | -10.1% |
| 1Y | -9.4% | +11.6% | -21.0% | -12.8% |
| 3Y | +29.0% | +47.7% | -18.7% | +12.0% |
| 5Y | +56.1% | +46.2% | +9.9% | +35.0% |
| 10Y | +186.3% | +109.2% | +77.1% | +136.4% |
| All | +186.3% | +113.1% | +73.2% | +136.4% |
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