+161.4%
NOC vs ES
+92.3%
+69.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +13.6% | +6.7% | +6.9% | +11.0% |
| 3M | -3.9% | +0.3% | -4.2% | -4.1% |
| 6M | +1.4% | +7.4% | -6.0% | -1.3% |
| YTD | -2.2% | +8.4% | -10.6% | -5.4% |
| 1Y | -1.2% | +0.6% | -1.8% | -2.4% |
| 3Y | +25.0% | +50.6% | -25.6% | +3.9% |
| 5Y | +66.0% | +4.8% | +61.2% | +58.0% |
| 10Y | +161.4% | +93.1% | +68.3% | +138.0% |
| All | +161.4% | +92.3% | +69.1% | +138.0% |
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