+190.4%
ETN vs NOC
+58.2%
+132.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | +0.8% | +2.8% | +3.5% |
| 30D | -7.5% | -9.7% | +2.2% | -7.0% |
| 3M | +8.3% | -5.6% | +14.0% | +8.6% |
| 6M | +20.2% | -28.6% | +48.8% | +23.0% |
| YTD | +34.7% | -7.9% | +42.5% | +35.0% |
| 1Y | +19.4% | -9.5% | +29.0% | +19.9% |
| 3Y | +85.5% | +28.4% | +57.1% | +78.1% |
| All | +190.4% | +58.2% | +132.2% | +154.8% |
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