+60.4%
NOC vs ECL
+40.6%
+19.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +12.1% | +8.8% | +3.3% | +10.7% |
| 3M | -5.3% | +7.8% | -13.1% | -6.4% |
| 6M | -1.0% | +21.3% | -22.3% | -3.8% |
| YTD | -4.3% | +17.8% | -22.1% | -6.8% |
| 1Y | -3.6% | +21.1% | -24.7% | -6.5% |
| 3Y | +22.9% | +80.1% | -57.2% | +12.3% |
| 5Y | +60.4% | +40.5% | +19.9% | +51.4% |
| All | +60.4% | +40.6% | +19.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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