-12.8%
EW vs NOC
+60.7%
-73.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.5% |
| 7D | +12.3% | -2.9% | +15.2% | +12.2% |
| 30D | +22.9% | +12.1% | +10.7% | +23.0% |
| 3M | +16.7% | -5.3% | +22.0% | +16.6% |
| 6M | +31.0% | -1.0% | +32.0% | +30.9% |
| YTD | +22.8% | -4.3% | +27.1% | +22.9% |
| 1Y | +25.6% | -3.6% | +29.2% | +25.6% |
| 3Y | +62.0% | +22.9% | +39.1% | +64.0% |
| 5Y | -12.8% | +60.4% | -73.2% | -21.3% |
| All | -12.8% | +60.7% | -73.5% | -21.3% |
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 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