+189.8%
NOC vs ETR
+296.9%
-107.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | -1.8% | +2.6% | +1.4% |
| 30D | -9.7% | -1.8% | -7.9% | -9.1% |
| 3M | -5.6% | -3.6% | -2.1% | -4.5% |
| 6M | -28.6% | +2.6% | -31.2% | -29.5% |
| YTD | -7.9% | +16.0% | -23.9% | -13.1% |
| 1Y | -9.5% | +20.1% | -29.7% | -15.8% |
| 3Y | +28.4% | +143.6% | -115.2% | -10.6% |
| 5Y | +59.0% | +124.4% | -65.4% | +12.8% |
| All | +189.8% | +296.9% | -107.0% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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