+189.8%
NOC vs BEN
+56.6%
+133.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -3.1% | +3.9% | +1.4% |
| 30D | -9.7% | +0.2% | -9.9% | -9.8% |
| 3M | -5.6% | +6.8% | -12.5% | -7.0% |
| 6M | -28.6% | +38.1% | -66.7% | -33.3% |
| YTD | -7.9% | +44.3% | -52.2% | -14.9% |
| 1Y | -9.5% | +42.6% | -52.1% | -16.3% |
| 3Y | +28.4% | +52.3% | -23.9% | +14.6% |
| 5Y | +59.0% | +37.6% | +21.3% | +40.7% |
| All | +189.8% | +56.6% | +133.2% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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