+1,853.4%
NOC vs FE
+563.2%
+1,290.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +10.9% | +5.2% | +5.7% | +9.2% |
| 3M | -7.1% | 0.0% | -7.1% | -7.1% |
| 6M | -5.3% | +5.0% | -10.4% | -6.8% |
| YTD | -6.8% | +7.9% | -14.7% | -9.0% |
| 1Y | -6.7% | +6.3% | -13.0% | -8.6% |
| 3Y | +17.2% | +46.0% | -28.8% | +3.5% |
| 5Y | +56.3% | +45.6% | +10.6% | +37.3% |
| 10Y | +173.7% | +109.3% | +64.4% | +108.8% |
| All | +1,853.4% | +563.2% | +1,290.3% | +1,152.5% |
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