+24.5%
NOC vs EL
+3.4%
+21.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.8% |
| 7D | -0.3% | +7.6% | -7.9% | -0.4% |
| 30D | +14.1% | +15.7% | -1.6% | +13.8% |
| 3M | -4.6% | +30.5% | -35.2% | -5.3% |
| 6M | +0.7% | +32.5% | -31.8% | 0.0% |
| YTD | -2.6% | +9.4% | -12.1% | -3.3% |
| 1Y | -1.0% | +28.4% | -29.3% | -2.1% |
| 3Y | +24.5% | +4.4% | +20.0% | +20.4% |
| All | +24.5% | +3.4% | +21.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling