+1,118.6%
NOC vs BTG
+385.9%
+732.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | -10.4% | +9.5% | -19.9% | -10.7% |
| 3M | -5.6% | +38.5% | -44.1% | -6.8% |
| 6M | -30.4% | +5.6% | -36.0% | -30.7% |
| YTD | -8.5% | +23.9% | -32.4% | -9.5% |
| 1Y | -8.3% | +32.1% | -40.5% | -9.7% |
| 3Y | +28.2% | +103.2% | -75.0% | +24.1% |
| 5Y | +56.7% | +79.7% | -23.0% | +51.7% |
| 10Y | +189.3% | +159.1% | +30.2% | +174.1% |
| All | +1,118.6% | +385.9% | +732.8% | +1,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling