+206.2%
TER vs NOC
+55.7%
+150.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.3% |
| 7D | +0.6% | -5.2% | +5.8% | +0.3% |
| 30D | -8.3% | -7.2% | -1.1% | -8.6% |
| 3M | -12.2% | -5.1% | -7.1% | -12.2% |
| 6M | +17.1% | -31.1% | +48.1% | +18.0% |
| YTD | +84.7% | -8.6% | +93.3% | +85.0% |
| 1Y | +199.9% | -9.7% | +209.7% | +200.5% |
| 3Y | +232.8% | +24.3% | +208.5% | +226.6% |
| All | +206.2% | +55.7% | +150.6% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling