+977.1%
BE vs NOC
+90.5%
+886.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +23.9% | -1.6% | +25.5% | +24.3% |
| 30D | +27.8% | -10.4% | +38.2% | +30.1% |
| 3M | +3.7% | -5.6% | +9.3% | +4.2% |
| 6M | +78.0% | -30.4% | +108.3% | +90.8% |
| YTD | +209.9% | -8.5% | +218.4% | +212.9% |
| 1Y | +389.6% | -8.3% | +397.9% | +393.7% |
| 3Y | +1,730.6% | +28.2% | +1,702.4% | +1,569.1% |
| 5Y | +1,227.8% | +56.7% | +1,171.1% | +1,042.6% |
| All | +977.1% | +90.5% | +886.6% | +685.2% |
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 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