+18.0%
NOC vs VIK
+243.7%
-225.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +4.8% | +2.7% | +2.1% | +4.8% |
| 30D | +11.0% | +8.8% | +2.2% | +11.0% |
| 3M | -3.8% | -15.3% | +11.5% | -3.9% |
| 6M | +0.6% | +9.4% | -8.7% | +0.3% |
| YTD | -2.3% | +25.9% | -28.1% | -2.6% |
| 1Y | +0.3% | +51.0% | -50.7% | -0.2% |
| All | +18.0% | +243.7% | -225.7% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling