-9.5%
NOC vs EFV
+27.7%
-37.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | -9.7% | +0.6% | -10.3% | -9.9% |
| 3M | -5.6% | +7.5% | -13.2% | -7.8% |
| 6M | -28.6% | +13.0% | -41.6% | -30.5% |
| YTD | -7.9% | +18.3% | -26.2% | -15.0% |
| 1Y | -9.5% | +26.7% | -36.3% | -17.5% |
| All | -9.5% | +27.7% | -37.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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