+52.4%
EFA vs NOC
+57.3%
-4.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | -2.2% | -9.4% | +7.2% | -1.6% |
| 3M | +5.7% | -3.8% | +9.5% | +5.9% |
| 6M | +8.2% | -28.8% | +36.9% | +10.6% |
| YTD | +11.8% | -7.9% | +19.6% | +12.0% |
| 1Y | +18.3% | -9.0% | +27.3% | +18.6% |
| 3Y | +64.9% | +29.1% | +35.9% | +60.5% |
| 5Y | +52.4% | +58.9% | -6.6% | +47.5% |
| All | +52.4% | +57.3% | -4.9% | +47.5% |
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 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