+77.6%
V vs NOC
+16.8%
+60.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +2.2% | -5.8% | +8.0% | +2.8% |
| 30D | +13.6% | +10.9% | +2.7% | +12.2% |
| 3M | +14.3% | -7.1% | +21.4% | +15.1% |
| 6M | +33.1% | -5.3% | +38.4% | +33.5% |
| YTD | +21.2% | -6.8% | +28.0% | +20.9% |
| 1Y | +26.4% | -6.7% | +33.1% | +26.0% |
| 3Y | +77.6% | +17.2% | +60.4% | +72.3% |
| All | +77.6% | +16.8% | +60.8% | +72.3% |
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