+15,768.5%
NOC vs BTI
+6,053.3%
+9,715.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | -7.2% | -6.6% | -0.6% | -5.9% |
| 3M | -5.1% | -3.0% | -2.1% | -4.7% |
| 6M | -31.1% | -6.7% | -24.4% | -30.4% |
| YTD | -8.6% | +0.6% | -9.1% | -9.2% |
| 1Y | -9.7% | +5.6% | -15.3% | -11.3% |
| 3Y | +24.3% | +110.3% | -86.0% | +4.5% |
| 5Y | +52.6% | +114.3% | -61.6% | +27.1% |
| 10Y | +183.6% | +67.7% | +115.9% | +141.7% |
| All | +15,768.5% | +6,053.3% | +9,715.1% | +8,163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling