+156.8%
NOC vs EAT
+319.3%
-162.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.3% |
| 7D | +4.5% | -7.1% | +11.6% | +4.9% |
| 30D | +14.1% | -2.3% | +16.4% | +14.1% |
| 3M | -4.5% | -19.6% | +15.2% | -3.7% |
| 6M | -0.8% | +46.0% | -46.8% | -2.8% |
| YTD | -2.5% | +37.7% | -40.2% | -4.5% |
| 1Y | -0.1% | +73.8% | -73.9% | -3.3% |
| 3Y | +24.6% | +482.1% | -457.5% | +11.4% |
| 5Y | +65.6% | +362.5% | -296.9% | +47.7% |
| All | +156.8% | +319.3% | -162.5% | +139.9% |
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