+26.8%
BA vs NOC
+163.6%
-136.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -1.4% | +4.9% | -6.3% | -3.7% |
| 30D | -7.9% | +13.6% | -21.5% | -13.7% |
| 3M | -25.2% | -3.9% | -21.3% | -24.0% |
| 6M | -26.7% | +1.4% | -28.1% | -27.7% |
| YTD | -19.6% | -2.2% | -17.4% | -20.2% |
| 1Y | -10.6% | -1.2% | -9.4% | -11.8% |
| 3Y | -11.2% | +25.0% | -36.3% | -25.5% |
| 5Y | -20.4% | +66.0% | -86.5% | -48.9% |
| 10Y | +26.8% | +161.4% | -134.7% | -34.1% |
| All | +26.8% | +163.6% | -136.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling