+17.2%
NOC vs FIVE
+34.8%
-17.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -5.8% | -0.3% | -5.6% | -5.8% |
| 30D | +10.9% | +17.7% | -6.8% | +11.1% |
| 3M | -7.1% | +4.0% | -11.1% | -7.1% |
| 6M | -5.3% | +2.6% | -8.0% | -5.3% |
| YTD | -6.8% | +27.6% | -34.4% | -6.3% |
| 1Y | -6.7% | +59.9% | -66.7% | -5.8% |
| 3Y | +17.2% | +35.8% | -18.6% | +22.7% |
| All | +17.2% | +34.8% | -17.7% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling