+186.3%
NOC vs ES
+85.1%
+101.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | -8.9% | -1.2% | -7.7% | -8.5% |
| 3M | -3.7% | +5.0% | -8.7% | -5.4% |
| 6M | -30.8% | -2.8% | -28.0% | -30.3% |
| YTD | -7.9% | +8.6% | -16.5% | -10.8% |
| 1Y | -9.4% | +18.9% | -28.4% | -15.7% |
| 3Y | +29.0% | +32.1% | -3.2% | +13.0% |
| 5Y | +56.1% | -5.1% | +61.1% | +54.8% |
| 10Y | +186.3% | +84.2% | +102.1% | +158.8% |
| All | +186.3% | +85.1% | +101.1% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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