+746.2%
EEM vs NOC
+2,368.8%
-1,622.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.7% | +4.8% | -2.2% | +0.6% |
| 30D | -5.4% | +11.0% | -16.4% | -10.0% |
| 3M | -8.6% | -3.8% | -4.8% | -7.9% |
| 6M | -8.9% | +0.6% | -9.5% | -10.7% |
| YTD | +11.9% | -2.3% | +14.2% | +9.7% |
| 1Y | +13.1% | +0.3% | +12.8% | +9.3% |
| 3Y | +70.7% | +24.6% | +46.0% | +42.8% |
| 5Y | +31.8% | +66.0% | -34.2% | -12.4% |
| 10Y | +119.5% | +161.2% | -41.6% | -4.0% |
| All | +746.2% | +2,368.8% | -1,622.6% | -26.5% |
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