+189.8%
NOC vs BAX
-38.1%
+228.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +0.8% | -7.9% | +8.6% | +2.5% |
| 30D | -9.7% | -11.7% | +2.0% | -7.3% |
| 3M | -5.6% | +16.2% | -21.8% | -9.3% |
| 6M | -28.6% | +32.0% | -60.6% | -33.5% |
| YTD | -7.9% | +24.7% | -32.6% | -14.0% |
| 1Y | -9.5% | -2.6% | -6.9% | -10.7% |
| 3Y | +28.4% | -35.0% | +63.3% | +36.4% |
| 5Y | +59.0% | -67.6% | +126.5% | +114.9% |
| All | +189.8% | -38.1% | +228.0% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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