+59.1%
NOC vs EWJ
+50.5%
+8.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -9.7% | +0.8% | -10.5% | -9.8% |
| 3M | -5.6% | +7.5% | -13.1% | -6.6% |
| 6M | -28.6% | +15.6% | -44.2% | -30.1% |
| YTD | -7.9% | +22.7% | -30.6% | -10.9% |
| 1Y | -9.5% | +26.4% | -35.9% | -12.8% |
| 3Y | +28.4% | +72.5% | -44.2% | +16.3% |
| All | +59.1% | +50.5% | +8.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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