+1,918.8%
NOC vs VO
+825.5%
+1,093.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.2% |
| 7D | +4.5% | +2.9% | +1.6% | +2.7% |
| 30D | +14.1% | +1.0% | +13.1% | +13.3% |
| 3M | -4.5% | -1.7% | -2.7% | -3.6% |
| 6M | -0.8% | +6.7% | -7.5% | -4.8% |
| YTD | -2.5% | +14.0% | -16.5% | -10.3% |
| 1Y | -0.1% | +13.7% | -13.8% | -8.0% |
| 3Y | +24.6% | +65.8% | -41.2% | -10.7% |
| 5Y | +65.6% | +36.6% | +29.0% | +30.7% |
| 10Y | +160.5% | +198.9% | -38.4% | +19.1% |
| All | +1,918.8% | +825.5% | +1,093.3% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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