+15,768.5%
NOC vs BEN
+4,913.3%
+10,855.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.3% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -7.2% | -0.5% | -6.7% | -7.2% |
| 3M | -5.1% | +9.7% | -14.8% | -7.2% |
| 6M | -31.1% | +33.9% | -65.0% | -35.6% |
| YTD | -8.6% | +49.0% | -57.6% | -16.7% |
| 1Y | -9.7% | +42.1% | -51.8% | -17.1% |
| 3Y | +24.3% | +51.9% | -27.6% | +9.8% |
| 5Y | +52.6% | +39.0% | +13.6% | +33.6% |
| 10Y | +183.6% | +57.9% | +125.7% | +129.9% |
| All | +15,768.5% | +4,913.3% | +10,855.1% | +6,124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling