+58.9%
NOC vs NVT
+399.9%
-341.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | -1.8% | +2.0% | -3.8% | -1.8% |
| 30D | -9.4% | -7.2% | -2.3% | -9.4% |
| 3M | -3.8% | -0.9% | -2.9% | -4.1% |
| 6M | -28.8% | +42.6% | -71.3% | -30.2% |
| YTD | -7.9% | +52.9% | -60.8% | -10.1% |
| 1Y | -9.0% | +64.5% | -73.5% | -11.6% |
| 3Y | +29.1% | +178.0% | -148.9% | +19.9% |
| 5Y | +58.9% | +402.8% | -343.8% | +40.1% |
| All | +58.9% | +399.9% | -341.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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