+854.3%
EEM vs NOC
+2,209.8%
-1,355.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.9% |
| 7D | +2.3% | -5.2% | +7.5% | +4.7% |
| 30D | +4.5% | -7.2% | +11.7% | +7.7% |
| 3M | -0.1% | -5.1% | +5.0% | +1.3% |
| 6M | +16.9% | -31.1% | +48.0% | +36.3% |
| YTD | +26.2% | -8.6% | +34.8% | +28.1% |
| 1Y | +40.5% | -9.7% | +50.2% | +42.9% |
| 3Y | +86.2% | +24.3% | +61.9% | +54.9% |
| 5Y | +45.5% | +52.6% | -7.2% | +0.7% |
| 10Y | +128.6% | +183.6% | -55.0% | -7.7% |
| All | +854.3% | +2,209.8% | -1,355.6% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling