+157.4%
NOC vs BLDR
+479.0%
-321.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +4.8% | -3.0% | +7.8% | +5.1% |
| 30D | +11.0% | +20.1% | -9.1% | +8.6% |
| 3M | -3.8% | -17.5% | +13.7% | -2.3% |
| 6M | +0.6% | -16.1% | +16.7% | +1.5% |
| YTD | -2.3% | -41.0% | +38.7% | +1.9% |
| 1Y | +0.3% | -41.6% | +41.8% | +4.5% |
| 3Y | +24.6% | -50.8% | +75.4% | +28.4% |
| 5Y | +66.0% | -10.8% | +76.7% | +52.0% |
| All | +157.4% | +479.0% | -321.6% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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