+65.8%
NOC vs FE
+47.0%
+18.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.2% |
| 7D | +4.8% | +1.2% | +3.6% | +4.3% |
| 30D | +11.0% | +4.5% | +6.5% | +9.2% |
| 3M | -3.8% | +1.3% | -5.1% | -4.3% |
| 6M | +0.6% | +8.7% | -8.0% | -2.7% |
| YTD | -2.3% | +9.2% | -11.5% | -5.7% |
| 1Y | +0.3% | +7.0% | -6.7% | -2.5% |
| 3Y | +24.6% | +51.4% | -26.8% | +4.5% |
| All | +65.8% | +47.0% | +18.8% | +36.0% |
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