+189.8%
NOC vs EME
+1,362.1%
-1,172.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.7% |
| 7D | +0.8% | +3.5% | -2.7% | +0.2% |
| 30D | -9.7% | -6.3% | -3.4% | -8.8% |
| 3M | -5.6% | -3.8% | -1.9% | -5.7% |
| 6M | -28.6% | +8.5% | -37.1% | -30.6% |
| YTD | -7.9% | +27.8% | -35.7% | -13.5% |
| 1Y | -9.5% | +22.2% | -31.7% | -15.0% |
| 3Y | +28.4% | +253.5% | -225.1% | -10.4% |
| 5Y | +59.0% | +578.6% | -519.7% | -10.1% |
| All | +189.8% | +1,362.1% | -1,172.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling