+70.7%
EEM vs NOC
+24.7%
+46.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | +2.7% | +4.8% | -2.2% | +2.9% |
| 30D | -5.4% | +11.0% | -16.4% | -4.9% |
| 3M | -8.6% | -3.8% | -4.8% | -8.6% |
| 6M | -8.9% | +0.6% | -9.5% | -8.6% |
| YTD | +11.9% | -2.3% | +14.2% | +12.1% |
| 1Y | +13.1% | +0.3% | +12.8% | +13.3% |
| 3Y | +70.7% | +24.6% | +46.0% | +67.3% |
| All | +70.7% | +24.7% | +46.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling