-1.2%
NOC vs ED
+24.8%
-26.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.9% | -0.9% | +5.8% | +5.3% |
| 30D | +13.6% | +11.2% | +2.4% | +8.1% |
| 3M | -3.9% | +11.8% | -15.6% | -8.7% |
| 6M | +1.4% | +14.1% | -12.7% | -4.7% |
| YTD | -2.2% | +23.0% | -25.2% | -8.4% |
| 1Y | -1.2% | +23.7% | -24.8% | -8.1% |
| All | -1.2% | +24.8% | -26.0% | -8.1% |
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