+157.4%
NOC vs BUD
-2.1%
+159.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +11.0% | +6.7% | +4.4% | +9.6% |
| 3M | -3.8% | +5.7% | -9.5% | -4.9% |
| 6M | +0.6% | +5.8% | -5.2% | -0.7% |
| YTD | -2.3% | +34.4% | -36.7% | -8.0% |
| 1Y | +0.3% | +33.3% | -33.0% | -5.5% |
| 3Y | +24.6% | +48.8% | -24.2% | +13.8% |
| 5Y | +66.0% | +52.5% | +13.4% | +48.1% |
| All | +157.4% | -2.1% | +159.5% | +135.5% |
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