+3,033.3%
EQT vs NOC
+16,586.0%
-13,552.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| YTD | +3.4% | -7.9% | +11.3% | +4.6% |
| 1Y | +8.7% | -9.0% | +17.7% | +10.1% |
| 3Y | +35.0% | +29.1% | +5.9% | +21.9% |
| 5Y | +204.2% | +58.9% | +145.3% | +158.4% |
| 10Y | +52.5% | +191.2% | -138.8% | +7.7% |
| All | +3,033.3% | +16,586.0% | -13,552.7% | +1,097.3% |
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