+189.8%
NOC vs VICR
+1,679.8%
-1,489.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -0.3% |
| 7D | +0.8% | +5.0% | -4.2% | +0.6% |
| 30D | -9.7% | -12.5% | +2.8% | -9.4% |
| 3M | -5.6% | -33.6% | +28.0% | -5.0% |
| 6M | -28.6% | +10.7% | -39.3% | -30.0% |
| YTD | -7.9% | +80.6% | -88.5% | -11.8% |
| 1Y | -9.5% | +288.4% | -297.9% | -16.4% |
| 3Y | +28.4% | +213.8% | -185.4% | +17.4% |
| 5Y | +59.0% | +58.8% | +0.1% | +48.1% |
| All | +189.8% | +1,679.8% | -1,489.9% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling