-9.1%
NVTS vs NOC
+41.2%
-50.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | +0.8% | -2.2% | -1.2% |
| 30D | -16.5% | -9.7% | -6.8% | -18.9% |
| 3M | -47.6% | -5.6% | -42.0% | -48.0% |
| 6M | +7.3% | -28.6% | +35.9% | +1.0% |
| YTD | +62.9% | -7.9% | +70.8% | +61.6% |
| 1Y | +91.3% | -9.5% | +100.8% | +88.7% |
| 3Y | +43.4% | +28.4% | +15.0% | +54.8% |
| All | -9.1% | +41.2% | -50.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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