+0.3%
NOC vs ELF
+53.2%
-53.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.2% |
| 7D | +4.8% | +1.6% | +3.3% | +4.8% |
| 30D | +11.0% | +9.1% | +1.9% | +11.0% |
| 3M | -3.8% | +28.2% | -32.0% | -4.0% |
| 6M | +0.6% | +119.5% | -118.9% | -0.4% |
| YTD | -2.3% | +55.2% | -57.4% | -4.4% |
| 1Y | +0.3% | +58.6% | -58.3% | -1.8% |
| All | +0.3% | +53.2% | -53.0% | -1.8% |
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 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