+282.9%
NOC vs ETSY
+134.9%
+148.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.9% |
| 7D | -2.7% | -10.9% | +8.2% | -2.2% |
| 30D | -8.9% | -14.9% | +6.0% | -8.2% |
| 3M | -3.7% | +5.8% | -9.5% | -4.0% |
| 6M | -30.8% | +29.1% | -59.9% | -31.8% |
| YTD | -7.9% | +31.3% | -39.3% | -9.5% |
| 1Y | -9.4% | +25.1% | -34.5% | -11.0% |
| 3Y | +29.0% | +8.5% | +20.5% | +26.4% |
| 5Y | +56.1% | -66.1% | +122.1% | +59.0% |
| 10Y | +186.3% | +410.3% | -224.0% | +137.3% |
| All | +282.9% | +134.9% | +148.0% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling