-9.5%
NOC vs ET
+33.4%
-43.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -9.7% | +2.9% | -12.6% | -10.2% |
| 3M | -5.6% | +16.8% | -22.4% | -7.6% |
| 6M | -28.6% | +18.9% | -47.5% | -30.4% |
| YTD | -7.9% | +37.7% | -45.6% | -9.9% |
| 1Y | -9.5% | +32.4% | -42.0% | -8.7% |
| All | -9.5% | +33.4% | -43.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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