+934.0%
BE vs NOC
+91.7%
+842.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | +9.7% | -1.8% | +11.5% | +10.0% |
| 30D | +22.4% | -9.4% | +31.8% | +24.3% |
| 3M | +10.4% | -3.8% | +14.2% | +10.4% |
| 6M | +67.9% | -28.8% | +96.6% | +79.1% |
| YTD | +197.5% | -7.9% | +205.4% | +200.0% |
| 1Y | +310.6% | -9.0% | +319.6% | +314.6% |
| 3Y | +1,657.2% | +29.1% | +1,628.2% | +1,500.4% |
| 5Y | +1,218.2% | +58.9% | +1,159.2% | +1,030.7% |
| All | +934.0% | +91.7% | +842.2% | +652.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling