+2.2%
NOC vs BOXX
+18.5%
-16.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | -9.7% | +0.3% | -10.0% | -8.9% |
| 3M | -5.6% | +1.0% | -6.7% | -2.5% |
| 6M | -28.6% | +1.9% | -30.5% | -23.8% |
| YTD | -7.9% | +2.7% | -10.6% | +1.3% |
| 1Y | -9.5% | +4.0% | -13.6% | +5.4% |
| 3Y | +28.4% | +14.7% | +13.7% | +85.2% |
| All | +2.2% | +18.5% | -16.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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