+16,860.8%
NOC vs EIX
+1,175.7%
+15,685.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +4.8% | +1.4% | +3.5% | +4.6% |
| 30D | +11.0% | +8.5% | +2.5% | +9.4% |
| 3M | -3.8% | -13.5% | +9.7% | -2.1% |
| 6M | +0.6% | -12.4% | +13.0% | +1.9% |
| YTD | -2.3% | +5.9% | -8.2% | -4.6% |
| 1Y | +0.3% | +7.6% | -7.3% | -2.5% |
| 3Y | +24.6% | +12.8% | +11.8% | +18.2% |
| 5Y | +66.0% | +19.2% | +46.8% | +55.0% |
| 10Y | +161.2% | +34.9% | +126.3% | +132.3% |
| All | +16,860.8% | +1,175.7% | +15,685.1% | +9,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling