+1,750.8%
NOC vs ITOT
+891.2%
+859.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -2.7% | +0.7% | -3.3% | -3.1% |
| 30D | -8.9% | -1.1% | -7.8% | -8.2% |
| 3M | -3.7% | +3.9% | -7.6% | -6.3% |
| 6M | -30.8% | +14.7% | -45.5% | -37.1% |
| YTD | -7.9% | +13.3% | -21.3% | -15.7% |
| 1Y | -9.4% | +19.1% | -28.6% | -19.9% |
| 3Y | +29.0% | +77.3% | -48.4% | -15.7% |
| 5Y | +56.1% | +74.1% | -18.0% | +0.3% |
| 10Y | +186.3% | +293.1% | -106.9% | -3.8% |
| All | +1,750.8% | +891.2% | +859.7% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling