+56.7%
NOC vs ESI
+74.4%
-17.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -1.6% | +3.9% | -5.5% | -1.6% |
| 30D | -10.4% | -3.8% | -6.6% | -10.4% |
| 3M | -5.6% | -13.1% | +7.5% | -5.7% |
| 6M | -30.4% | +11.3% | -41.7% | -30.9% |
| YTD | -8.5% | +44.1% | -52.6% | -9.9% |
| 1Y | -8.3% | +40.3% | -48.7% | -9.7% |
| 3Y | +28.2% | +84.1% | -55.8% | +24.0% |
| 5Y | +56.7% | +75.8% | -19.1% | +48.8% |
| All | +56.7% | +74.4% | -17.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling