+24.7%
NOC vs ELF
+24.7%
0.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +4.9% | +4.3% | +0.6% | +4.9% |
| 30D | +13.6% | +7.7% | +5.9% | +13.7% |
| 3M | -3.9% | +24.7% | -28.6% | -3.7% |
| 6M | +1.4% | +114.6% | -113.2% | +1.9% |
| YTD | -2.2% | +55.8% | -58.0% | -2.1% |
| 1Y | -1.2% | +51.9% | -53.1% | -1.1% |
| All | +24.7% | +24.7% | 0.0% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling