+27.3%
V vs NOC
-1.3%
+28.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +9.7% | +14.1% | -4.4% | +8.3% |
| 3M | +17.3% | -4.6% | +21.9% | +17.7% |
| 6M | +33.2% | +0.7% | +32.5% | +32.7% |
| YTD | +21.3% | -2.6% | +24.0% | +18.2% |
| 1Y | +27.3% | -1.0% | +28.3% | +23.2% |
| All | +27.3% | -1.3% | +28.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling