+189.8%
NOC vs BTI
+73.8%
+116.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -9.7% | -1.1% | -8.6% | -9.4% |
| 3M | -5.6% | -8.8% | +3.1% | -3.5% |
| 6M | -28.6% | -4.0% | -24.6% | -28.2% |
| YTD | -7.9% | +0.4% | -8.2% | -8.7% |
| 1Y | -9.5% | +1.9% | -11.5% | -10.9% |
| 3Y | +28.4% | +108.5% | -80.1% | +0.9% |
| 5Y | +59.0% | +118.5% | -59.6% | +21.6% |
| All | +189.8% | +73.8% | +116.1% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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