+1,055.0%
NOC vs EMB
+126.5%
+928.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | +14.1% | +0.5% | +13.5% | +13.8% |
| 3M | -4.5% | -2.5% | -2.0% | -3.5% |
| 6M | -0.8% | -2.0% | +1.3% | 0.0% |
| YTD | -2.5% | -0.9% | -1.7% | -2.3% |
| 1Y | -0.1% | -0.3% | +0.2% | 0.0% |
| 3Y | +24.6% | +29.2% | -4.6% | +11.8% |
| 5Y | +65.6% | +7.4% | +58.2% | +60.3% |
| 10Y | +160.5% | +35.8% | +124.8% | +128.6% |
| All | +1,055.0% | +126.5% | +928.5% | +770.9% |
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