-29.4%
EW vs NOC
+55.2%
-84.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -5.1% | -1.6% | -3.5% | -5.1% |
| 30D | -6.4% | -10.4% | +4.0% | -6.4% |
| 3M | -1.6% | -5.6% | +4.1% | -1.6% |
| 6M | +2.3% | -30.4% | +32.7% | +1.5% |
| YTD | +1.1% | -8.5% | +9.6% | +1.1% |
| 1Y | +8.0% | -8.3% | +16.3% | +8.0% |
| 3Y | +16.3% | +28.2% | -11.9% | +16.5% |
| 5Y | -29.4% | +56.7% | -86.1% | -33.5% |
| All | -29.4% | +55.2% | -84.6% | -33.5% |
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