+1,620.0%
NOC vs EFV
+249.2%
+1,370.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | +4.8% | +2.5% | +2.3% | +3.5% |
| 30D | +11.0% | +2.9% | +8.1% | +9.3% |
| 3M | -3.8% | -1.4% | -2.4% | -3.3% |
| 6M | +0.6% | +5.5% | -4.9% | -2.4% |
| YTD | -2.3% | +16.1% | -18.4% | -10.2% |
| 1Y | +0.3% | +20.3% | -20.0% | -9.6% |
| 3Y | +24.6% | +90.4% | -65.8% | -13.1% |
| 5Y | +66.0% | +93.5% | -27.5% | +12.6% |
| 10Y | +161.2% | +161.5% | -0.3% | +47.1% |
| All | +1,620.0% | +249.2% | +1,370.8% | +695.9% |
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