+983.2%
NOC vs EMB
+132.1%
+851.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.2% | -0.3% | -6.9% | -7.1% |
| 3M | -5.1% | -0.4% | -4.7% | -5.0% |
| 6M | -31.1% | +0.1% | -31.2% | -31.1% |
| YTD | -8.6% | +1.6% | -10.2% | -9.2% |
| 1Y | -9.7% | +5.6% | -15.3% | -11.7% |
| 3Y | +24.3% | +29.8% | -5.6% | +11.3% |
| 5Y | +52.6% | +7.3% | +45.4% | +48.1% |
| 10Y | +183.6% | +30.4% | +153.2% | +152.9% |
| All | +983.2% | +132.1% | +851.1% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling