+46.2%
EXC vs NOC
+56.8%
-10.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.2% | -2.7% | +3.9% | +1.8% |
| 30D | -2.7% | -8.9% | +6.1% | -0.8% |
| 3M | -1.0% | -3.7% | +2.7% | -0.4% |
| 6M | -9.3% | -30.8% | +21.5% | -2.0% |
| YTD | +3.6% | -7.9% | +11.6% | +4.8% |
| 1Y | +5.9% | -9.4% | +15.3% | +7.3% |
| 3Y | +21.3% | +29.0% | -7.7% | +11.5% |
| 5Y | +46.2% | +56.1% | -9.9% | +25.1% |
| All | +46.2% | +56.8% | -10.6% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling