+56.7%
NOC vs EMB
+7.1%
+49.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -10.4% | -0.3% | -10.1% | -10.3% |
| 3M | -5.6% | -0.3% | -5.3% | -5.6% |
| 6M | -30.4% | +0.7% | -31.1% | -30.5% |
| YTD | -8.5% | +1.3% | -9.7% | -8.6% |
| 1Y | -8.3% | +4.7% | -13.0% | -8.8% |
| 3Y | +28.2% | +30.1% | -1.9% | +24.7% |
| 5Y | +56.7% | +6.9% | +49.9% | +42.6% |
| All | +56.7% | +7.1% | +49.6% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling