+65.8%
NOC vs ACWI
+58.7%
+7.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.8% | +2.4% | +2.4% | +4.4% |
| 30D | +11.0% | -1.7% | +12.7% | +11.3% |
| 3M | -3.8% | -3.9% | +0.1% | -3.2% |
| 6M | +0.6% | +0.8% | -0.1% | +0.3% |
| YTD | -2.3% | +11.0% | -13.3% | -4.6% |
| 1Y | +0.3% | +13.1% | -12.8% | -2.5% |
| 3Y | +24.6% | +73.9% | -49.3% | +8.5% |
| All | +65.8% | +58.7% | +7.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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