+3,313.2%
V vs NOC
+1,028.3%
+2,284.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +9.7% | +14.1% | -4.4% | +3.8% |
| 3M | +17.3% | -4.6% | +21.9% | +18.9% |
| 6M | +33.2% | +0.7% | +32.5% | +31.7% |
| YTD | +21.3% | -2.6% | +24.0% | +20.0% |
| 1Y | +27.3% | -1.0% | +28.3% | +24.9% |
| 3Y | +76.1% | +24.5% | +51.6% | +52.3% |
| 5Y | +103.5% | +64.3% | +39.1% | +46.6% |
| 10Y | +454.5% | +162.8% | +291.7% | +199.0% |
| All | +3,313.2% | +1,028.3% | +2,284.9% | +747.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling