+198.9%
NOC vs ELF
+393.6%
-194.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +4.9% | +4.3% | +0.6% | +4.7% |
| 30D | +13.6% | +7.7% | +5.9% | +13.2% |
| 3M | -3.9% | +24.7% | -28.6% | -4.9% |
| 6M | +1.4% | +114.6% | -113.2% | -2.2% |
| YTD | -2.2% | +55.8% | -58.0% | -4.7% |
| 1Y | -1.2% | +51.9% | -53.1% | -3.7% |
| 3Y | +25.0% | +24.6% | +0.4% | +18.3% |
| 5Y | +66.0% | +279.2% | -213.2% | +40.7% |
| 10Y | +161.4% | +338.7% | -177.3% | +100.1% |
| All | +198.9% | +393.6% | -194.7% | +128.9% |
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