+157.4%
NOC vs BTI
+131.8%
+25.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | +11.0% | +9.2% | +1.8% | +8.1% |
| 3M | -3.8% | +9.6% | -13.4% | -6.5% |
| 6M | +0.6% | -2.4% | +3.1% | +0.9% |
| YTD | -2.3% | +14.2% | -16.5% | -6.9% |
| 1Y | +0.3% | +20.3% | -20.0% | -6.1% |
| 3Y | +24.6% | +147.4% | -122.8% | -7.6% |
| 5Y | +66.0% | +155.4% | -89.5% | +20.1% |
| All | +157.4% | +131.8% | +25.6% | +64.1% |
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