+271.2%
EW vs NOC
+160.0%
+111.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +4.9% | +4.8% | +0.1% | +4.0% |
| 30D | +23.9% | +11.0% | +12.9% | +21.3% |
| 3M | +15.8% | -3.8% | +19.6% | +16.4% |
| 6M | +31.7% | +0.6% | +31.0% | +31.0% |
| YTD | +25.7% | -2.3% | +28.0% | +25.1% |
| 1Y | +24.4% | +0.3% | +24.2% | +23.1% |
| 3Y | +65.9% | +24.6% | +41.3% | +52.7% |
| 5Y | -7.6% | +66.0% | -73.6% | -26.2% |
| All | +271.2% | +160.0% | +111.2% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling