+28.4%
NOC vs VRSK
-26.5%
+54.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | -5.2% | +5.9% | +1.6% |
| 30D | -9.7% | -2.3% | -7.4% | -9.4% |
| 3M | -5.6% | -2.9% | -2.7% | -5.6% |
| 6M | -28.6% | -12.8% | -15.8% | -27.1% |
| YTD | -7.9% | -20.8% | +12.9% | -4.3% |
| 1Y | -9.5% | -33.2% | +23.7% | -2.2% |
| 3Y | +28.4% | -26.6% | +54.9% | +38.1% |
| All | +28.4% | -26.5% | +54.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling