+11.3%
NOC vs VIK
+221.3%
-210.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -1.8% | -1.8% | +0.1% | -1.8% |
| 30D | -9.4% | -17.3% | +7.8% | -9.5% |
| 3M | -3.8% | -5.1% | +1.2% | -4.1% |
| 6M | -28.8% | +16.2% | -45.0% | -28.9% |
| YTD | -7.9% | +17.6% | -25.5% | -8.1% |
| 1Y | -9.0% | +33.5% | -42.6% | -9.4% |
| All | +11.3% | +221.3% | -210.0% | +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 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