+432.5%
EWZ vs NOC
+2,645.9%
-2,213.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | +6.5% | -5.2% | +11.7% | +8.9% |
| 30D | +4.8% | -7.2% | +12.0% | +8.0% |
| 3M | +9.9% | -5.1% | +15.0% | +11.7% |
| 6M | +1.9% | -31.1% | +33.0% | +18.8% |
| YTD | +20.3% | -8.6% | +28.9% | +22.9% |
| 1Y | +35.6% | -9.7% | +45.3% | +38.9% |
| 3Y | +43.4% | +24.3% | +19.2% | +21.9% |
| 5Y | +55.9% | +52.6% | +3.3% | +14.5% |
| 10Y | +84.2% | +183.6% | -99.4% | -5.2% |
| All | +432.5% | +2,645.9% | -2,213.3% | +14.0% |
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 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