+15,768.5%
NOC vs EFX
+6,408.3%
+9,360.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.2% |
| 7D | -5.2% | -8.6% | +3.5% | -3.5% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -5.1% | +3.8% | -9.0% | -6.2% |
| 6M | -31.1% | -13.5% | -17.6% | -29.6% |
| YTD | -8.6% | -17.7% | +9.1% | -6.1% |
| 1Y | -9.7% | -25.6% | +15.8% | -5.6% |
| 3Y | +24.3% | -12.1% | +36.4% | +22.0% |
| 5Y | +52.6% | -33.8% | +86.4% | +55.5% |
| 10Y | +183.6% | +45.1% | +138.4% | +135.0% |
| All | +15,768.5% | +6,408.3% | +9,360.2% | +8,156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling