-7.5%
NOC vs VICR
+76.0%
-83.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.1% | +6.6% | -4.9% |
| 7D | -5.0% | -26.6% | +21.6% | -6.0% |
| 30D | +10.3% | -47.9% | +58.3% | +7.9% |
| 3M | -4.3% | -29.8% | +25.4% | -5.2% |
| 6M | -6.5% | -36.6% | +30.1% | -8.6% |
| YTD | -6.7% | +45.1% | -51.9% | -15.2% |
| 1Y | -7.5% | +80.0% | -87.5% | -14.5% |
| All | -7.5% | +76.0% | -83.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling