+189.3%
NOC vs EIX
+19.9%
+169.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -1.6% | +4.1% | -5.7% | -2.5% |
| 30D | -10.4% | -15.3% | +4.9% | -7.9% |
| 3M | -5.6% | -18.4% | +12.8% | -2.3% |
| 6M | -30.4% | -16.8% | -13.6% | -28.4% |
| YTD | -8.5% | -0.6% | -7.9% | -10.3% |
| 1Y | -8.3% | +10.7% | -19.0% | -12.8% |
| 3Y | +28.2% | -4.5% | +32.7% | +24.0% |
| 5Y | +56.7% | +24.0% | +32.7% | +38.6% |
| 10Y | +189.3% | +22.9% | +166.4% | +145.8% |
| All | +189.3% | +19.9% | +169.4% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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