+66.0%
NOC vs BEN
+32.3%
+33.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | +7.2% | -2.3% | +4.4% |
| 30D | +13.6% | +14.1% | -0.5% | +12.6% |
| 3M | -3.9% | +9.9% | -13.8% | -4.5% |
| 6M | +1.4% | +17.4% | -16.0% | +0.2% |
| YTD | -2.2% | +57.3% | -59.5% | -5.2% |
| 1Y | -1.2% | +66.9% | -68.1% | -4.6% |
| 3Y | +25.0% | +85.7% | -60.6% | +18.6% |
| 5Y | +66.0% | +31.2% | +34.8% | +63.0% |
| All | +66.0% | +32.3% | +33.7% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling