+58.9%
NOC vs EME
+540.8%
-481.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | -1.8% | +0.9% | -2.7% | -1.8% |
| 30D | -9.4% | -8.4% | -1.1% | -9.1% |
| 3M | -3.8% | -3.6% | -0.2% | -3.9% |
| 6M | -28.8% | +3.6% | -32.3% | -29.3% |
| YTD | -7.9% | +22.5% | -30.4% | -9.9% |
| 1Y | -9.0% | +18.2% | -27.2% | -11.0% |
| 3Y | +29.1% | +238.4% | -209.3% | +9.9% |
| 5Y | +58.9% | +550.5% | -491.6% | +18.7% |
| All | +58.9% | +540.8% | -481.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling