+189.8%
NOC vs BTG
+159.3%
+30.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.8% | -3.8% | +4.5% | +1.0% |
| 30D | -9.7% | +3.6% | -13.3% | -9.9% |
| 3M | -5.6% | +32.0% | -37.7% | -7.2% |
| 6M | -28.6% | +3.4% | -31.9% | -29.0% |
| YTD | -7.9% | +20.8% | -28.7% | -9.4% |
| 1Y | -9.5% | +22.4% | -31.9% | -11.3% |
| 3Y | +28.4% | +91.7% | -63.3% | +22.6% |
| 5Y | +59.0% | +79.0% | -20.0% | +51.7% |
| All | +189.8% | +159.3% | +30.5% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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