+29.0%
NOC vs EAT
+612.9%
-583.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -2.7% | -4.9% | +2.2% | -2.7% |
| 30D | -8.9% | -1.2% | -7.7% | -8.9% |
| 3M | -3.7% | +52.2% | -55.9% | -4.0% |
| 6M | -30.8% | +65.0% | -95.8% | -30.9% |
| YTD | -7.9% | +55.0% | -63.0% | -8.2% |
| 1Y | -9.4% | +42.1% | -51.5% | -9.5% |
| 3Y | +29.0% | +614.7% | -585.7% | +19.2% |
| All | +29.0% | +612.9% | -583.9% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling