+189.8%
NOC vs VIVK
-100.0%
+289.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | +0.8% | -4.4% | +5.1% | +0.8% |
| 30D | -9.7% | -40.8% | +31.1% | -9.6% |
| 3M | -5.6% | -94.1% | +88.5% | -5.2% |
| 6M | -28.6% | -98.2% | +69.6% | -28.2% |
| YTD | -7.9% | -98.0% | +90.1% | -7.5% |
| 1Y | -9.5% | -100.0% | +90.4% | -8.3% |
| 3Y | +28.4% | -100.0% | +128.4% | +29.9% |
| 5Y | +59.0% | -100.0% | +158.9% | +60.9% |
| All | +189.8% | -100.0% | +289.8% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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