-7.5%
NOC vs ETSY
+60.7%
-68.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -4.6% |
| 7D | -5.0% | +4.2% | -9.2% | -4.9% |
| 30D | +10.3% | +35.8% | -25.4% | +9.9% |
| 3M | -4.3% | +11.4% | -15.7% | -4.5% |
| 6M | -6.5% | +50.3% | -56.8% | -6.9% |
| YTD | -6.7% | +73.6% | -80.3% | -7.7% |
| 1Y | -7.5% | +65.2% | -72.7% | -8.7% |
| All | -7.5% | +60.7% | -68.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 1y: compounded portfolio wealth divided by compounded ETSY 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…
1y analysis · Full analysis span regression · 6 months rolling