+18,707.1%
NOC vs VICR
+12,339.4%
+6,367.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -2.7% | +9.8% | -12.5% | -3.4% |
| 30D | -8.9% | -12.6% | +3.7% | -8.2% |
| 3M | -3.7% | -29.7% | +26.0% | -2.3% |
| 6M | -30.8% | +18.8% | -49.6% | -33.4% |
| YTD | -7.9% | +76.4% | -84.3% | -14.3% |
| 1Y | -9.4% | +282.4% | -291.8% | -21.0% |
| 3Y | +29.0% | +206.2% | -177.2% | +10.4% |
| 5Y | +56.1% | +53.9% | +2.1% | +35.0% |
| 10Y | +186.3% | +1,572.3% | -1,386.1% | +89.6% |
| All | +18,707.1% | +12,339.4% | +6,367.7% | +9,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling