+56.1%
NOC vs FE
+48.2%
+7.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -8.9% | -2.1% | -6.7% | -8.1% |
| 3M | -3.7% | +2.6% | -6.3% | -4.7% |
| 6M | -30.8% | -6.8% | -24.0% | -29.1% |
| YTD | -7.9% | +6.9% | -14.8% | -10.3% |
| 1Y | -9.4% | +11.6% | -21.0% | -13.2% |
| 3Y | +29.0% | +47.7% | -18.7% | +9.7% |
| 5Y | +56.1% | +46.2% | +9.9% | +36.5% |
| All | +56.1% | +48.2% | +7.9% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling