+28.4%
NOC vs EMB
+29.4%
-1.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | -9.4% | -1.1% | -8.4% | -9.3% |
| 3M | -3.8% | -0.8% | -3.1% | -3.8% |
| 6M | -28.8% | -0.1% | -28.7% | -28.7% |
| YTD | -7.9% | +0.4% | -8.3% | -8.0% |
| 1Y | -9.0% | +3.3% | -12.3% | -9.4% |
| All | +28.4% | +29.4% | -1.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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