-9.7%
NOC vs ELV
+34.8%
-44.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.4% |
| 7D | -5.2% | +3.3% | -8.5% | -5.4% |
| 30D | -7.2% | +4.2% | -11.4% | -7.4% |
| 3M | -5.1% | -0.1% | -5.0% | -5.2% |
| 6M | -31.1% | +41.3% | -72.3% | -31.6% |
| YTD | -8.6% | +17.4% | -26.0% | -9.9% |
| 1Y | -9.7% | +35.1% | -44.8% | -10.2% |
| All | -9.7% | +34.8% | -44.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling