+65.8%
NOC vs ETR
+157.6%
-91.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +4.8% | +1.2% | +3.7% | +4.5% |
| 30D | +11.0% | +7.0% | +4.0% | +8.9% |
| 3M | -3.8% | +4.6% | -8.4% | -5.1% |
| 6M | +0.6% | +0.1% | +0.5% | +0.4% |
| YTD | -2.3% | +23.2% | -25.5% | -8.3% |
| 1Y | +0.3% | +20.6% | -20.3% | -5.4% |
| 3Y | +24.6% | +156.3% | -131.7% | -9.6% |
| All | +65.8% | +157.6% | -91.8% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling