+1,805.3%
NOC vs ELV
+2,409.5%
-604.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -8.9% | +2.0% | -10.8% | -9.3% |
| 3M | -3.7% | -3.5% | -0.2% | -3.1% |
| 6M | -30.8% | +40.2% | -71.0% | -37.1% |
| YTD | -7.9% | +15.8% | -23.8% | -12.8% |
| 1Y | -9.4% | +33.2% | -42.6% | -17.6% |
| 3Y | +29.0% | -6.2% | +35.2% | +26.2% |
| 5Y | +56.1% | +16.4% | +39.6% | +41.5% |
| 10Y | +186.3% | +259.8% | -73.5% | +80.8% |
| All | +1,805.3% | +2,409.5% | -604.2% | +629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling