+84.1%
EWZ vs NOC
+187.2%
-103.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +5.6% | -2.7% | +8.3% | +6.5% |
| 30D | +9.3% | -8.9% | +18.1% | +12.3% |
| 3M | +15.7% | -3.7% | +19.4% | +16.6% |
| 6M | +7.4% | -30.8% | +38.2% | +20.4% |
| YTD | +22.7% | -7.9% | +30.6% | +24.3% |
| 1Y | +36.4% | -9.4% | +45.8% | +38.6% |
| 3Y | +50.4% | +29.0% | +21.4% | +30.0% |
| 5Y | +67.6% | +56.1% | +11.6% | +26.4% |
| 10Y | +84.1% | +186.3% | -102.2% | +3.3% |
| All | +84.1% | +187.2% | -103.2% | +3.3% |
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