+27.5%
NOC vs ELF
-27.2%
+54.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -1.6% | -6.8% | +5.2% | -1.6% |
| 30D | -10.4% | +5.1% | -15.5% | -10.4% |
| 3M | -5.6% | +79.8% | -85.4% | -5.5% |
| 6M | -30.4% | +29.7% | -60.1% | -30.4% |
| YTD | -8.5% | +31.6% | -40.1% | -8.6% |
| 1Y | -8.3% | -27.9% | +19.6% | -8.7% |
| All | +27.5% | -27.2% | +54.7% | +30.4% |
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