+197.9%
NOC vs ELF
+373.0%
-175.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | -0.2% |
| 7D | +4.5% | +3.4% | +1.2% | +4.4% |
| 30D | +14.1% | +5.0% | +9.1% | +13.8% |
| 3M | -4.5% | +22.6% | -27.0% | -5.4% |
| 6M | -0.8% | +104.0% | -104.7% | -4.1% |
| YTD | -2.5% | +49.3% | -51.8% | -4.9% |
| 1Y | -0.1% | +46.0% | -46.1% | -2.5% |
| 3Y | +24.6% | +19.4% | +5.2% | +18.1% |
| 5Y | +65.6% | +262.0% | -196.4% | +40.7% |
| 10Y | +160.5% | +320.5% | -159.9% | +99.8% |
| All | +197.9% | +373.0% | -175.2% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling