+82.8%
NOC vs EQH
+230.1%
-147.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | -9.4% | +2.4% | -11.9% | -9.9% |
| 3M | -3.8% | +26.3% | -30.1% | -8.5% |
| 6M | -28.8% | +35.8% | -64.6% | -33.4% |
| YTD | -7.9% | +12.7% | -20.6% | -10.7% |
| 1Y | -9.0% | +2.5% | -11.5% | -10.3% |
| 3Y | +29.1% | +98.6% | -69.6% | +6.3% |
| 5Y | +58.9% | +101.7% | -42.8% | +26.6% |
| All | +82.8% | +230.1% | -147.3% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling