+162.8%
NOC vs BUD
-4.3%
+167.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.6% |
| 7D | -0.3% | +6.0% | -6.3% | -1.4% |
| 30D | +14.1% | +11.3% | +2.8% | +11.8% |
| 3M | -4.6% | +3.6% | -8.2% | -5.4% |
| 6M | +0.7% | +7.7% | -7.0% | -0.9% |
| YTD | -2.6% | +36.4% | -39.0% | -8.5% |
| 1Y | -1.0% | +37.8% | -38.8% | -7.2% |
| 3Y | +24.5% | +51.2% | -26.7% | +13.4% |
| 5Y | +64.3% | +53.4% | +10.9% | +46.6% |
| 10Y | +162.8% | -3.2% | +166.0% | +142.0% |
| All | +162.8% | -4.3% | +167.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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