+56.7%
NOC vs ELF
+230.6%
-173.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -1.6% | -6.8% | +5.2% | -1.5% |
| 30D | -10.4% | +5.1% | -15.5% | -10.4% |
| 3M | -5.6% | +79.8% | -85.4% | -5.9% |
| 6M | -30.4% | +29.7% | -60.1% | -30.6% |
| YTD | -8.5% | +31.6% | -40.1% | -8.8% |
| 1Y | -8.3% | -27.9% | +19.6% | -8.5% |
| 3Y | +28.2% | -26.4% | +54.7% | +26.9% |
| 5Y | +56.7% | +235.6% | -178.9% | +45.1% |
| All | +56.7% | +230.6% | -173.9% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling