+349.8%
EWZ vs NOC
+2,699.4%
-2,349.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -5.8% | +4.4% | +1.0% |
| 30D | -24.5% | +10.9% | -35.4% | -28.3% |
| 3M | -10.7% | -7.1% | -3.6% | -8.8% |
| 6M | -19.1% | -5.3% | -13.7% | -18.4% |
| YTD | +1.6% | -6.8% | +8.4% | +2.1% |
| 1Y | +4.3% | -6.7% | +11.0% | +4.6% |
| 3Y | +19.0% | +17.2% | +1.8% | +3.8% |
| 5Y | +57.7% | +56.3% | +1.4% | +14.0% |
| 10Y | +51.3% | +173.7% | -122.4% | -21.2% |
| All | +349.8% | +2,699.4% | -2,349.5% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling