+1,520.5%
NOC vs EFV
+256.4%
+1,264.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | -8.9% | +0.2% | -9.0% | -9.0% |
| 3M | -3.7% | +9.6% | -13.3% | -8.3% |
| 6M | -30.8% | +14.0% | -44.8% | -35.6% |
| YTD | -7.9% | +18.5% | -26.4% | -16.1% |
| 1Y | -9.4% | +27.9% | -37.3% | -20.8% |
| 3Y | +29.0% | +92.4% | -63.5% | -10.5% |
| 5Y | +56.1% | +97.2% | -41.1% | +4.9% |
| 10Y | +186.3% | +163.0% | +23.3% | +60.9% |
| All | +1,520.5% | +256.4% | +1,264.1% | +643.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling