+195.6%
EQT vs NOC
+58.2%
+137.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +1.1% | -9.4% | +10.5% | +3.8% |
| 3M | +4.8% | -3.8% | +8.6% | +5.6% |
| 6M | -10.6% | -28.8% | +18.2% | -2.2% |
| YTD | +3.4% | -7.9% | +11.3% | +4.1% |
| 1Y | +8.7% | -9.0% | +17.7% | +9.5% |
| 3Y | +35.0% | +29.1% | +5.9% | +15.5% |
| All | +195.6% | +58.2% | +137.4% | +109.0% |
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