-9.0%
NOC vs ESI
+34.0%
-43.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.4% |
| 7D | -1.8% | -2.3% | +0.6% | -1.9% |
| 30D | -9.4% | -9.0% | -0.4% | -9.9% |
| 3M | -3.8% | -13.3% | +9.4% | -5.0% |
| 6M | -28.8% | +5.3% | -34.0% | -29.5% |
| YTD | -7.9% | +37.6% | -45.5% | -10.2% |
| 1Y | -9.0% | +33.6% | -42.7% | -10.9% |
| All | -9.0% | +34.0% | -43.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling