+1,319.4%
NOC vs ET
+1,435.7%
-116.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -8.9% | +6.9% | -15.7% | -9.7% |
| 3M | -3.7% | +13.1% | -16.8% | -5.4% |
| 6M | -30.8% | +18.7% | -49.5% | -32.6% |
| YTD | -7.9% | +37.4% | -45.4% | -12.3% |
| 1Y | -9.4% | +34.8% | -44.2% | -13.5% |
| 3Y | +29.0% | +96.8% | -67.8% | +15.4% |
| 5Y | +56.1% | +238.2% | -182.2% | +28.0% |
| 10Y | +186.3% | +159.4% | +26.8% | +131.7% |
| All | +1,319.4% | +1,435.7% | -116.3% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling