-5.5%
ETN vs NOC
-7.1%
+1.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.3% | -10.0% |
| 7D | -10.1% | -5.0% | -5.2% | -10.3% |
| 30D | -18.4% | +10.3% | -28.7% | -17.8% |
| 3M | -20.4% | -4.3% | -16.1% | -20.1% |
| 6M | -16.0% | -6.5% | -9.5% | -15.2% |
| YTD | +11.8% | -6.7% | +18.5% | +10.4% |
| 1Y | -5.5% | -7.5% | +2.0% | -7.1% |
| All | -5.5% | -7.1% | +1.6% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling