+16,820.7%
NOC vs ETR
+4,609.1%
+12,211.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.5% | +1.5% | +3.1% | +4.1% |
| 30D | +14.1% | +6.6% | +7.4% | +11.9% |
| 3M | -4.5% | +4.4% | -8.9% | -5.7% |
| 6M | -0.8% | -0.3% | -0.5% | -0.9% |
| YTD | -2.5% | +23.3% | -25.8% | -8.7% |
| 1Y | -0.1% | +18.9% | -18.9% | -5.5% |
| 3Y | +24.6% | +155.5% | -130.9% | -7.3% |
| 5Y | +65.6% | +159.9% | -94.3% | +21.5% |
| 10Y | +160.5% | +377.6% | -217.1% | +59.2% |
| All | +16,820.7% | +4,609.1% | +12,211.6% | +7,026.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling