+11.3%
NOC vs VIK
+225.1%
-213.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | -9.7% | -18.4% | +8.7% | -9.8% |
| 3M | -5.6% | -8.8% | +3.1% | -5.8% |
| 6M | -28.6% | +17.1% | -45.7% | -28.7% |
| YTD | -7.9% | +19.0% | -26.9% | -8.1% |
| 1Y | -9.5% | +30.1% | -39.7% | -9.9% |
| All | +11.3% | +225.1% | -213.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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