+67.0%
EWZ vs NOC
+163.6%
-96.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.6% | +4.9% | -4.3% | -0.9% |
| 30D | -25.5% | +13.6% | -39.1% | -28.7% |
| 3M | -4.5% | -3.9% | -0.7% | -4.0% |
| 6M | -15.3% | +1.4% | -16.7% | -16.5% |
| YTD | +3.1% | -2.2% | +5.3% | +1.9% |
| 1Y | +1.2% | -1.2% | +2.4% | -0.4% |
| 3Y | +19.3% | +25.0% | -5.8% | +4.9% |
| 5Y | +52.3% | +66.0% | -13.7% | +12.1% |
| 10Y | +67.0% | +161.4% | -94.4% | +5.2% |
| All | +67.0% | +163.6% | -96.6% | +5.2% |
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