+24.6%
NOC vs BEN
+86.4%
-61.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | +6.8% | -1.9% | +4.5% |
| 30D | +11.0% | +18.0% | -6.9% | +10.2% |
| 3M | -3.8% | +7.5% | -11.3% | -4.1% |
| 6M | +0.6% | +14.7% | -14.1% | -0.1% |
| YTD | -2.3% | +56.1% | -58.4% | -4.5% |
| 1Y | +0.3% | +69.6% | -69.3% | -2.2% |
| 3Y | +24.6% | +87.7% | -63.1% | +19.3% |
| All | +24.6% | +86.4% | -61.7% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling