+1,816.1%
NOC vs FE
+561.4%
+1,254.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -5.2% | +1.9% | -7.1% | -5.7% |
| 30D | -7.2% | -1.2% | -6.0% | -6.9% |
| 3M | -5.1% | +3.5% | -8.6% | -6.2% |
| 6M | -31.1% | -6.1% | -25.0% | -29.8% |
| YTD | -8.6% | +7.6% | -16.2% | -10.7% |
| 1Y | -9.7% | +11.9% | -21.6% | -12.9% |
| 3Y | +24.3% | +48.4% | -24.2% | +9.1% |
| 5Y | +52.6% | +44.8% | +7.8% | +34.2% |
| 10Y | +183.6% | +115.9% | +67.7% | +114.2% |
| All | +1,816.1% | +561.4% | +1,254.7% | +1,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling