+0.3%
NOC vs EFX
-7.6%
+7.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +11.0% | +25.1% | -14.1% | +7.8% |
| 3M | -3.8% | +1.7% | -5.5% | -4.8% |
| 6M | +0.6% | +18.4% | -17.7% | -2.0% |
| YTD | -2.3% | -12.5% | +10.2% | -1.2% |
| 1Y | +0.3% | -8.1% | +8.3% | -0.1% |
| All | +0.3% | -7.6% | +7.9% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling