+161.3%
NOC vs FIVE
+596.6%
-435.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +2.1% |
| 7D | -2.9% | +6.2% | -9.1% | -3.5% |
| 30D | +12.1% | +18.2% | -6.0% | +10.3% |
| 3M | -5.3% | +3.8% | -9.1% | -5.8% |
| 6M | -1.0% | +13.7% | -14.7% | -2.8% |
| YTD | -4.3% | +34.7% | -39.0% | -7.8% |
| 1Y | -3.6% | +66.6% | -70.3% | -9.2% |
| 3Y | +22.9% | +44.3% | -21.4% | +16.0% |
| 5Y | +60.4% | +18.8% | +41.6% | +52.6% |
| 10Y | +161.3% | +569.2% | -407.9% | +87.8% |
| All | +161.3% | +596.6% | -435.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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