+181.5%
NOC vs ELF
+303.8%
-122.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.8% | -11.6% | +12.4% | +1.3% |
| 30D | -9.7% | +4.6% | -14.3% | -9.9% |
| 3M | -5.6% | +59.7% | -65.4% | -7.7% |
| 6M | -28.6% | +21.2% | -49.8% | -29.5% |
| YTD | -7.9% | +27.4% | -35.3% | -9.4% |
| 1Y | -9.5% | -29.8% | +20.3% | -9.0% |
| 3Y | +28.4% | -28.5% | +56.8% | +25.7% |
| 5Y | +59.0% | +220.0% | -161.1% | +35.4% |
| All | +181.5% | +303.8% | -122.3% | +117.6% |
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