+189.8%
NOC vs EL
+25.3%
+164.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -1.8% | -4.4% | +2.6% | -1.3% |
| 30D | -9.4% | +10.3% | -19.7% | -10.7% |
| 3M | -3.8% | +13.4% | -17.2% | -5.6% |
| 6M | -28.8% | +3.1% | -31.8% | -29.5% |
| YTD | -7.9% | -6.9% | -1.0% | -8.3% |
| 1Y | -9.0% | +11.9% | -21.0% | -11.9% |
| 3Y | +29.1% | -33.8% | +62.9% | +32.0% |
| 5Y | +58.9% | -69.0% | +127.9% | +88.1% |
| All | +189.8% | +25.3% | +164.5% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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