+397.7%
BAC vs NOC
+186.7%
+211.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -1.4% | -10.4% | +9.0% | +2.3% |
| 3M | +15.7% | -5.6% | +21.4% | +17.6% |
| 6M | +32.2% | -30.4% | +62.6% | +48.8% |
| YTD | +15.8% | -8.5% | +24.3% | +17.5% |
| 1Y | +27.3% | -8.3% | +35.6% | +28.8% |
| 3Y | +137.5% | +28.2% | +109.2% | +102.9% |
| 5Y | +73.1% | +56.7% | +16.3% | +26.5% |
| 10Y | +397.7% | +189.3% | +208.4% | +165.4% |
| All | +397.7% | +186.7% | +211.1% | +165.4% |
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