+1,595.1%
NOC vs VIVK
-100.0%
+1,695.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.7% |
| 7D | -2.7% | +13.1% | -15.7% | -2.7% |
| 30D | -8.9% | -29.7% | +20.8% | -8.8% |
| 3M | -3.7% | -93.0% | +89.3% | -3.5% |
| 6M | -30.8% | -98.0% | +67.2% | -30.7% |
| YTD | -7.9% | -97.8% | +89.8% | -7.8% |
| 1Y | -9.4% | -100.0% | +90.5% | -9.0% |
| 3Y | +29.0% | -100.0% | +128.9% | +29.5% |
| 5Y | +56.1% | -100.0% | +156.1% | +56.7% |
| 10Y | +186.3% | -100.0% | +286.3% | +185.6% |
| All | +1,595.1% | -100.0% | +1,695.1% | +1,624.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling