+43.0%
NVTS vs NOC
+28.0%
+15.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.6% |
| 7D | +3.5% | -1.6% | +5.1% | +2.7% |
| 30D | -11.9% | -10.4% | -1.5% | -16.3% |
| 3M | -49.2% | -5.6% | -43.6% | -50.0% |
| 6M | +38.4% | -30.4% | +68.8% | +23.3% |
| YTD | +62.5% | -8.5% | +70.9% | +60.5% |
| 1Y | +101.4% | -8.3% | +109.7% | +98.9% |
| All | +43.0% | +28.0% | +15.0% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling