+44.7%
EWZ vs NOC
+24.5%
+20.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +6.5% | -5.2% | +11.7% | +6.9% |
| 30D | +4.8% | -7.2% | +12.0% | +5.4% |
| 3M | +9.9% | -5.1% | +15.0% | +10.2% |
| 6M | +1.9% | -31.1% | +33.0% | +4.4% |
| YTD | +20.3% | -8.6% | +28.9% | +20.8% |
| 1Y | +35.6% | -9.7% | +45.3% | +36.2% |
| All | +44.7% | +24.5% | +20.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling