+15,768.5%
NOC vs ETR
+4,412.2%
+11,356.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.6% |
| 30D | -7.2% | +1.0% | -8.2% | -7.5% |
| 3M | -5.1% | -1.3% | -3.9% | -4.9% |
| 6M | -31.1% | +1.9% | -33.0% | -31.7% |
| YTD | -8.6% | +18.2% | -26.7% | -13.3% |
| 1Y | -9.7% | +24.7% | -34.4% | -15.8% |
| 3Y | +24.3% | +150.7% | -126.4% | -7.1% |
| 5Y | +52.6% | +127.0% | -74.4% | +16.5% |
| 10Y | +183.6% | +295.5% | -111.9% | +82.3% |
| All | +15,768.5% | +4,412.2% | +11,356.2% | +6,672.4% |
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 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