+25.2%
NOC vs NVD
-99.1%
+124.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +0.5% |
| 7D | -1.8% | +9.0% | -10.8% | -2.1% |
| 30D | -9.4% | -5.5% | -4.0% | -9.4% |
| 3M | -3.8% | -24.6% | +20.8% | -3.2% |
| 6M | -28.8% | -42.1% | +13.3% | -27.8% |
| YTD | -7.9% | -44.3% | +36.5% | -6.7% |
| 1Y | -9.0% | -54.2% | +45.1% | -7.5% |
| 3Y | +29.1% | -99.1% | +128.2% | +47.6% |
| All | +25.2% | -99.1% | +124.3% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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