+56.7%
NOC vs BEN
+40.0%
+16.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.6% | +3.4% | -4.9% | -1.8% |
| 30D | -10.4% | +1.8% | -12.2% | -10.5% |
| 3M | -5.6% | +8.4% | -14.0% | -6.1% |
| 6M | -30.4% | +35.6% | -66.0% | -31.7% |
| YTD | -8.5% | +46.4% | -54.8% | -10.6% |
| 1Y | -8.3% | +46.3% | -54.7% | -10.5% |
| 3Y | +28.2% | +54.6% | -26.4% | +23.9% |
| 5Y | +56.7% | +39.4% | +17.3% | +50.4% |
| All | +56.7% | +40.0% | +16.8% | +50.4% |
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