+20,176.5%
ETN vs NOC
+16,477.4%
+3,699.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | +6.2% | -1.6% | +7.8% | +6.7% |
| 30D | -6.7% | -10.4% | +3.7% | -3.6% |
| 3M | +3.6% | -5.6% | +9.2% | +5.0% |
| 6M | +18.3% | -30.4% | +48.7% | +31.2% |
| YTD | +31.5% | -8.5% | +39.9% | +33.3% |
| 1Y | +20.6% | -8.3% | +28.9% | +22.0% |
| 3Y | +82.5% | +28.2% | +54.3% | +61.4% |
| 5Y | +177.8% | +56.7% | +121.1% | +123.8% |
| 10Y | +705.0% | +189.3% | +515.7% | +425.1% |
| All | +20,176.5% | +16,477.4% | +3,699.1% | +6,052.4% |
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