+3,800.0%
FIX vs NOC
+158.6%
+3,641.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +8.5% |
| 7D | -7.2% | -2.9% | -4.3% | -6.0% |
| 30D | -35.1% | +12.1% | -47.3% | -37.8% |
| 3M | -34.3% | -5.3% | -29.0% | -33.2% |
| 6M | -42.9% | -1.0% | -41.9% | -43.4% |
| YTD | +19.5% | -4.3% | +23.8% | +18.9% |
| 1Y | +16.8% | -3.6% | +20.4% | +15.7% |
| 3Y | +506.7% | +22.9% | +483.8% | +421.6% |
| 5Y | +1,046.7% | +60.4% | +986.3% | +703.6% |
| 10Y | +3,800.0% | +161.3% | +3,638.7% | +2,102.3% |
| All | +3,800.0% | +158.6% | +3,641.3% | +2,102.3% |
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