+157.4%
NOC vs EL
+62.2%
+95.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.8% | +1.5% | +3.3% | +4.7% |
| 30D | +11.0% | +10.0% | +1.0% | +9.7% |
| 3M | -3.8% | +28.4% | -32.2% | -6.9% |
| 6M | +0.6% | +37.1% | -36.4% | -3.6% |
| YTD | -2.3% | +7.8% | -10.1% | -4.5% |
| 1Y | +0.3% | +26.0% | -25.8% | -4.1% |
| 3Y | +24.6% | +3.8% | +20.8% | +18.7% |
| 5Y | +66.0% | -65.2% | +131.2% | +95.4% |
| All | +157.4% | +62.2% | +95.2% | +114.7% |
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