+27.5%
NOC vs ELV
-7.6%
+35.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -5.6% | -6.1% | +0.5% | -5.1% |
| 6M | -30.4% | +42.8% | -73.2% | -33.1% |
| YTD | -8.5% | +14.4% | -22.9% | -10.2% |
| 1Y | -8.3% | +28.6% | -36.9% | -11.6% |
| All | +27.5% | -7.6% | +35.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling