+28.4%
NOC vs VICR
+178.2%
-149.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.8% | +0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | -9.4% | -15.6% | +6.1% | -9.7% |
| 3M | -3.8% | -35.4% | +31.5% | -4.8% |
| 6M | -28.8% | +1.3% | -30.0% | -29.1% |
| YTD | -7.9% | +62.5% | -70.3% | -8.0% |
| 1Y | -9.0% | +255.5% | -264.5% | -7.7% |
| All | +28.4% | +178.2% | -149.9% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling