+189.8%
NOC vs ESI
+312.8%
-122.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.8% | -4.6% | +5.4% | +1.3% |
| 30D | -9.7% | -10.5% | +0.8% | -8.6% |
| 3M | -5.6% | -19.8% | +14.2% | -3.7% |
| 6M | -28.6% | +5.8% | -34.4% | -30.1% |
| YTD | -7.9% | +38.3% | -46.2% | -13.3% |
| 1Y | -9.5% | +31.5% | -41.0% | -14.5% |
| 3Y | +28.4% | +80.7% | -52.3% | +13.1% |
| 5Y | +59.0% | +69.4% | -10.5% | +38.5% |
| All | +189.8% | +312.8% | -122.9% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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