+189.8%
NOC vs BNS
+188.9%
+0.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -9.7% | +3.5% | -13.2% | -10.8% |
| 3M | -5.6% | +14.1% | -19.7% | -9.7% |
| 6M | -28.6% | +33.8% | -62.4% | -35.1% |
| YTD | -7.9% | +29.5% | -37.3% | -15.5% |
| 1Y | -9.5% | +48.4% | -57.9% | -20.7% |
| 3Y | +28.4% | +129.6% | -101.2% | -4.0% |
| 5Y | +59.0% | +96.1% | -37.1% | +23.9% |
| All | +189.8% | +188.9% | +0.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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