+43.6%
EEM vs NOC
+57.3%
-13.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.7% |
| 30D | +2.4% | -9.4% | +11.8% | +2.3% |
| 3M | +4.2% | -3.8% | +8.0% | +4.1% |
| 6M | +14.8% | -28.8% | +43.5% | +15.2% |
| YTD | +23.1% | -7.9% | +31.0% | +23.0% |
| 1Y | +32.5% | -9.0% | +41.6% | +32.5% |
| 3Y | +85.9% | +29.1% | +56.8% | +84.9% |
| 5Y | +43.6% | +58.9% | -15.4% | +40.4% |
| All | +43.6% | +57.3% | -13.7% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling