+189.8%
NOC vs EAT
+374.9%
-185.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +0.8% | -7.7% | +8.5% | +1.1% |
| 30D | -9.7% | -13.6% | +3.9% | -9.1% |
| 3M | -5.6% | +33.9% | -39.5% | -7.0% |
| 6M | -28.6% | +47.2% | -75.8% | -30.1% |
| YTD | -7.9% | +48.1% | -55.9% | -9.9% |
| 1Y | -9.5% | +33.7% | -43.2% | -11.2% |
| 3Y | +28.4% | +595.8% | -567.4% | +13.6% |
| 5Y | +59.0% | +314.4% | -255.4% | +43.0% |
| All | +189.8% | +374.9% | -185.1% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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