+911.5%
BE vs NOC
+90.3%
+821.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +7.8% |
| 7D | +20.0% | -5.2% | +25.2% | +21.0% |
| 30D | +7.9% | -7.2% | +15.1% | +9.1% |
| 3M | -13.2% | -5.1% | -8.1% | -13.0% |
| 6M | +53.5% | -31.1% | +84.5% | +64.7% |
| YTD | +191.0% | -8.6% | +199.6% | +193.9% |
| 1Y | +360.5% | -9.7% | +370.2% | +365.7% |
| 3Y | +1,568.0% | +24.3% | +1,543.7% | +1,434.7% |
| 5Y | +1,055.2% | +52.6% | +1,002.6% | +900.6% |
| All | +911.5% | +90.3% | +821.2% | +637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling