+157.4%
NOC vs ELF
+332.6%
-175.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | +4.8% | +1.6% | +3.3% | +4.8% |
| 30D | +11.0% | +9.1% | +1.9% | +10.6% |
| 3M | -3.8% | +28.2% | -32.0% | -4.9% |
| 6M | +0.6% | +119.5% | -118.9% | -3.1% |
| YTD | -2.3% | +55.2% | -57.4% | -4.9% |
| 1Y | +0.3% | +58.6% | -58.3% | -2.5% |
| 3Y | +24.6% | +21.3% | +3.3% | +18.0% |
| 5Y | +66.0% | +276.2% | -210.2% | +40.2% |
| All | +157.4% | +332.6% | -175.2% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling