+72.1%
F vs NOC
+160.3%
-88.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -2.1% | +4.9% | -7.0% | -3.2% |
| 30D | +3.3% | +13.6% | -10.3% | +0.2% |
| 3M | -11.3% | -3.9% | -7.5% | -10.7% |
| 6M | +5.3% | +1.4% | +3.9% | +4.5% |
| YTD | -2.2% | -2.2% | 0.0% | -3.0% |
| 1Y | -3.5% | -1.2% | -2.3% | -4.6% |
| 3Y | +49.5% | +25.0% | +24.5% | +36.1% |
| 5Y | -13.5% | +66.0% | -79.5% | -30.6% |
| All | +72.1% | +160.3% | -88.2% | +17.9% |
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