+157.4%
NOC vs BAX
-35.8%
+193.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +4.8% | +0.1% | +4.8% | +4.8% |
| 30D | +11.0% | +4.1% | +7.0% | +9.8% |
| 3M | -3.8% | -4.5% | +0.8% | -3.2% |
| 6M | +0.6% | +49.2% | -48.6% | -8.9% |
| YTD | -2.3% | +35.2% | -37.5% | -10.9% |
| 1Y | +0.3% | +38.3% | -38.0% | -9.2% |
| 3Y | +24.6% | -19.0% | +43.6% | +24.4% |
| 5Y | +66.0% | -64.2% | +130.2% | +120.0% |
| All | +157.4% | -35.8% | +193.2% | +206.9% |
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