+56.1%
NOC vs ECL
+29.5%
+26.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -8.9% | -2.5% | -6.4% | -8.5% |
| 3M | -3.7% | +8.3% | -12.0% | -4.8% |
| 6M | -30.8% | -1.1% | -29.7% | -30.8% |
| YTD | -7.9% | +6.5% | -14.5% | -9.0% |
| 1Y | -9.4% | +2.1% | -11.5% | -10.0% |
| 3Y | +29.0% | +57.6% | -28.6% | +20.4% |
| 5Y | +56.1% | +28.1% | +28.0% | +48.8% |
| All | +56.1% | +29.5% | +26.5% | +48.8% |
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