+189.8%
NOC vs EFX
+42.6%
+147.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.8% | -4.5% | +5.3% | +1.6% |
| 30D | -9.7% | -6.1% | -3.6% | -8.8% |
| 3M | -5.6% | +6.2% | -11.9% | -7.0% |
| 6M | -28.6% | -11.2% | -17.4% | -27.5% |
| YTD | -7.9% | -21.4% | +13.5% | -4.8% |
| 1Y | -9.5% | -34.3% | +24.8% | -3.6% |
| 3Y | +28.4% | -12.5% | +40.9% | +24.9% |
| 5Y | +59.0% | -35.6% | +94.5% | +63.4% |
| All | +189.8% | +42.6% | +147.3% | +122.9% |
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