+28.4%
NOC vs ETR
+144.8%
-116.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -9.4% | -0.2% | -9.3% | -9.4% |
| 3M | -3.8% | -3.7% | -0.1% | -3.1% |
| 6M | -28.8% | +2.1% | -30.8% | -29.1% |
| YTD | -7.9% | +16.5% | -24.3% | -11.0% |
| 1Y | -9.0% | +22.5% | -31.6% | -13.0% |
| All | +28.4% | +144.8% | -116.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling