+1,008.7%
NOC vs ACWI
+330.0%
+678.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -2.4% | -3.5% | -4.6% |
| 30D | +10.9% | -5.2% | +16.1% | +14.3% |
| 3M | -7.1% | -4.8% | -2.3% | -4.6% |
| 6M | -5.3% | -1.3% | -4.0% | -5.2% |
| YTD | -6.8% | +8.4% | -15.2% | -12.4% |
| 1Y | -6.7% | +11.0% | -17.7% | -13.8% |
| 3Y | +17.2% | +70.6% | -53.4% | -20.1% |
| 5Y | +56.3% | +55.3% | +1.0% | +11.1% |
| 10Y | +173.7% | +223.2% | -49.5% | +12.9% |
| All | +1,008.7% | +330.0% | +678.7% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling