-8.3%
NOC vs ED
+15.3%
-23.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -10.4% | +1.9% | -12.3% | -11.0% |
| 3M | -5.6% | +1.9% | -7.5% | -6.3% |
| 6M | -30.4% | -2.3% | -28.1% | -30.0% |
| YTD | -8.5% | +10.9% | -19.4% | -10.7% |
| 1Y | -8.3% | +14.5% | -22.9% | -11.6% |
| All | -8.3% | +15.3% | -23.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling