+66.0%
NOC vs EAT
+362.5%
-296.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.4% |
| 7D | +4.9% | -8.9% | +13.8% | +4.9% |
| 30D | +13.6% | +3.4% | +10.2% | +13.6% |
| 3M | -3.9% | -9.3% | +5.5% | -3.8% |
| 6M | +1.4% | +43.8% | -42.4% | +1.1% |
| YTD | -2.2% | +39.9% | -42.1% | -2.5% |
| 1Y | -1.2% | +89.7% | -90.9% | -1.8% |
| 3Y | +25.0% | +491.3% | -466.2% | +21.5% |
| 5Y | +66.0% | +365.4% | -299.4% | +64.1% |
| All | +66.0% | +362.5% | -296.5% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling