+55.3%
BE vs NOC
-7.1%
+62.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.8% | -6.9% |
| 7D | -12.1% | -5.0% | -7.2% | -12.7% |
| 30D | -30.1% | +10.3% | -40.4% | -29.2% |
| 3M | -12.1% | -4.3% | -7.8% | -11.6% |
| 6M | -30.6% | -6.5% | -24.1% | -28.9% |
| YTD | +130.6% | -6.7% | +137.4% | +112.5% |
| 1Y | +55.3% | -7.5% | +62.8% | +45.3% |
| All | +55.3% | -7.1% | +62.4% | +45.3% |
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