+70.0%
V vs NOC
+55.7%
+14.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -1.7% | -5.2% | +3.5% | -1.0% |
| 30D | +2.0% | -7.2% | +9.2% | +2.9% |
| 3M | +17.4% | -5.1% | +22.5% | +18.0% |
| 6M | +17.5% | -31.1% | +48.6% | +22.8% |
| YTD | +7.6% | -8.6% | +16.2% | +8.0% |
| 1Y | +7.7% | -9.7% | +17.4% | +8.3% |
| 3Y | +54.7% | +24.3% | +30.4% | +47.3% |
| All | +70.0% | +55.7% | +14.4% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling