+59.1%
NOC vs ETSY
-66.2%
+125.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.8% | -4.9% | +5.7% | +0.9% |
| 30D | -9.7% | -8.6% | -1.1% | -9.5% |
| 3M | -5.6% | +4.8% | -10.4% | -5.8% |
| 6M | -28.6% | +38.1% | -66.7% | -29.2% |
| YTD | -7.9% | +31.2% | -39.1% | -8.6% |
| 1Y | -9.5% | +22.1% | -31.6% | -10.2% |
| 3Y | +28.4% | +12.2% | +16.1% | +27.3% |
| All | +59.1% | -66.2% | +125.3% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling