-9.7%
NOC vs ELF
-17.5%
+7.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.5% |
| 7D | -5.2% | +5.4% | -10.5% | -5.2% |
| 30D | -7.2% | +27.0% | -34.2% | -7.4% |
| 3M | -5.1% | +113.2% | -118.3% | -5.6% |
| 6M | -31.1% | +36.6% | -67.6% | -31.6% |
| YTD | -8.6% | +44.2% | -52.8% | -9.5% |
| 1Y | -9.7% | -18.0% | +8.3% | -9.5% |
| All | -9.7% | -17.5% | +7.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling