+74.5%
NOC vs NVT
+732.7%
-658.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.2% |
| 7D | -2.7% | +10.4% | -13.1% | -3.8% |
| 30D | -8.9% | -1.3% | -7.6% | -8.9% |
| 3M | -3.7% | -0.6% | -3.0% | -4.2% |
| 6M | -30.8% | +53.8% | -84.6% | -35.6% |
| YTD | -7.9% | +60.2% | -68.1% | -15.0% |
| 1Y | -9.4% | +76.8% | -86.2% | -17.8% |
| 3Y | +29.0% | +191.2% | -162.3% | +4.4% |
| 5Y | +56.1% | +430.9% | -374.9% | +8.6% |
| All | +74.5% | +732.7% | -658.2% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling