+360.5%
BE vs NOC
-10.0%
+370.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +7.3% |
| 7D | +20.0% | -5.2% | +25.2% | +19.8% |
| 30D | +7.9% | -7.2% | +15.1% | +7.7% |
| 3M | -13.2% | -5.1% | -8.1% | -13.2% |
| 6M | +53.5% | -31.1% | +84.5% | +76.8% |
| YTD | +191.0% | -8.6% | +199.6% | +184.1% |
| 1Y | +360.5% | -9.7% | +370.2% | +321.2% |
| All | +360.5% | -10.0% | +370.5% | +321.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling