+28.4%
NOC vs EQH
+100.2%
-71.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -9.7% | +2.8% | -12.5% | -9.9% |
| 3M | -5.6% | +23.1% | -28.7% | -7.1% |
| 6M | -28.6% | +41.4% | -70.0% | -30.4% |
| YTD | -7.9% | +14.3% | -22.1% | -9.1% |
| 1Y | -9.5% | +1.6% | -11.1% | -10.3% |
| 3Y | +28.4% | +102.7% | -74.3% | +21.2% |
| All | +28.4% | +100.2% | -71.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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