+1,052.1%
FIX vs NOC
+65.6%
+986.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +17.0% | +4.5% | +12.5% | +16.5% |
| 30D | -30.6% | +14.1% | -44.7% | -31.3% |
| 3M | -35.0% | -4.5% | -30.6% | -34.7% |
| 6M | -44.0% | -0.8% | -43.2% | -43.9% |
| YTD | +21.1% | -2.5% | +23.7% | +21.2% |
| 1Y | +16.3% | -0.1% | +16.3% | +15.9% |
| 3Y | +507.4% | +24.6% | +482.8% | +479.0% |
| 5Y | +1,052.1% | +65.6% | +986.5% | +858.5% |
| All | +1,052.1% | +65.6% | +986.4% | +858.5% |
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