+28.4%
NOC vs ITOT
+75.8%
-47.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | -9.7% | -1.5% | -8.2% | -9.6% |
| 3M | -5.6% | +3.6% | -9.2% | -5.9% |
| 6M | -28.6% | +13.7% | -42.3% | -29.3% |
| YTD | -7.9% | +12.9% | -20.8% | -8.8% |
| 1Y | -9.5% | +17.2% | -26.7% | -10.6% |
| 3Y | +28.4% | +75.6% | -47.3% | +23.5% |
| All | +28.4% | +75.8% | -47.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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