+186.3%
NOC vs FIVE
+475.1%
-288.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.7% | +3.7% | -6.4% | -3.1% |
| 30D | -8.9% | +4.0% | -12.8% | -9.3% |
| 3M | -3.7% | +36.2% | -39.9% | -6.8% |
| 6M | -30.8% | +18.0% | -48.8% | -32.3% |
| YTD | -7.9% | +34.9% | -42.8% | -11.2% |
| 1Y | -9.4% | +67.9% | -77.3% | -14.8% |
| 3Y | +29.0% | +57.3% | -28.4% | +20.0% |
| 5Y | +56.1% | +39.5% | +16.5% | +43.5% |
| 10Y | +186.3% | +496.4% | -310.1% | +105.3% |
| All | +186.3% | +475.1% | -288.8% | +105.3% |
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