+59.1%
NOC vs ELV
+25.1%
+34.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.8% | +3.2% | -2.4% | +0.2% |
| 30D | -9.7% | +5.4% | -15.1% | -10.5% |
| 3M | -5.6% | +5.4% | -11.0% | -6.7% |
| 6M | -28.6% | +45.7% | -74.3% | -33.2% |
| YTD | -7.9% | +21.2% | -29.1% | -11.6% |
| 1Y | -9.5% | +35.6% | -45.1% | -15.2% |
| 3Y | +28.4% | -2.0% | +30.4% | +26.7% |
| All | +59.1% | +25.1% | +34.0% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling