+58.9%
NOC vs ETR
+123.0%
-64.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -1.8% | -1.9% | +0.1% | -1.2% |
| 30D | -9.4% | -0.2% | -9.3% | -9.4% |
| 3M | -3.8% | -3.7% | -0.1% | -2.9% |
| 6M | -28.8% | +2.1% | -30.8% | -29.3% |
| YTD | -7.9% | +16.5% | -24.3% | -12.1% |
| 1Y | -9.0% | +22.5% | -31.6% | -14.5% |
| 3Y | +29.1% | +144.7% | -115.6% | -4.4% |
| 5Y | +58.9% | +125.2% | -66.3% | +20.2% |
| All | +58.9% | +123.0% | -64.1% | +20.2% |
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