+28.4%
NOC vs EME
+252.2%
-223.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | +0.8% | +3.5% | -2.7% | +0.8% |
| 30D | -9.7% | -6.3% | -3.4% | -9.7% |
| 3M | -5.6% | -3.8% | -1.9% | -5.7% |
| 6M | -28.6% | +8.5% | -37.1% | -28.9% |
| YTD | -7.9% | +27.8% | -35.7% | -8.6% |
| 1Y | -9.5% | +22.2% | -31.7% | -10.2% |
| 3Y | +28.4% | +253.5% | -225.1% | +32.5% |
| All | +28.4% | +252.2% | -223.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling