+157.4%
NOC vs EFX
+80.5%
+76.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | +11.0% | +25.1% | -14.1% | +6.5% |
| 3M | -3.8% | +1.7% | -5.5% | -4.4% |
| 6M | +0.6% | +18.4% | -17.7% | -3.1% |
| YTD | -2.3% | -12.5% | +10.2% | -1.2% |
| 1Y | +0.3% | -8.1% | +8.3% | +0.4% |
| 3Y | +24.6% | +4.8% | +19.8% | +16.6% |
| 5Y | +66.0% | -30.1% | +96.1% | +69.0% |
| All | +157.4% | +80.5% | +76.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling