+2,105.4%
FIX vs NOC
+53.6%
+2,051.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | +6.0% | -5.2% | +11.2% | +6.5% |
| 30D | -7.2% | -7.2% | 0.0% | -6.7% |
| 3M | -15.9% | -5.1% | -10.7% | -15.6% |
| 6M | +12.7% | -31.1% | +43.8% | +17.6% |
| YTD | +72.8% | -8.6% | +81.4% | +73.7% |
| 1Y | +122.9% | -9.7% | +132.6% | +124.3% |
| 3Y | +774.3% | +24.3% | +750.0% | +727.0% |
| All | +2,105.4% | +53.6% | +2,051.8% | +1,746.3% |
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 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