+1,006.2%
TER vs NOC
+158.6%
+847.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -8.9% | -0.3% | -8.6% | -8.8% |
| 30D | -39.1% | +14.1% | -53.2% | -40.4% |
| 3M | -32.8% | -4.6% | -28.1% | -32.4% |
| 6M | -31.7% | +0.7% | -32.5% | -32.4% |
| YTD | +26.9% | -2.6% | +29.5% | +26.1% |
| 1Y | +33.6% | -1.0% | +34.5% | +32.1% |
| 3Y | +181.5% | +24.5% | +157.0% | +156.6% |
| 5Y | +76.1% | +64.3% | +11.8% | +41.9% |
| 10Y | +1,006.2% | +162.8% | +843.4% | +650.8% |
| All | +1,006.2% | +158.6% | +847.6% | +650.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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