+1,784.6%
BE vs NOC
+26.5%
+1,758.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.7% |
| 7D | +29.8% | -2.7% | +32.5% | +29.4% |
| 30D | +26.4% | -8.9% | +35.2% | +25.3% |
| 3M | +9.3% | -3.7% | +13.0% | +9.1% |
| 6M | +105.1% | -30.8% | +135.9% | +105.3% |
| YTD | +219.0% | -7.9% | +227.0% | +222.1% |
| 1Y | +418.8% | -9.4% | +428.2% | +422.7% |
| 3Y | +1,784.6% | +29.0% | +1,755.6% | +1,942.4% |
| All | +1,784.6% | +26.5% | +1,758.0% | +1,942.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling