+189.8%
NOC vs VCLT
+17.1%
+172.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -1.4% | +2.1% | +0.9% |
| 30D | -9.7% | -1.2% | -8.5% | -9.6% |
| 3M | -5.6% | -4.8% | -0.9% | -5.1% |
| 6M | -28.6% | -2.6% | -26.0% | -28.4% |
| YTD | -7.9% | -3.3% | -4.5% | -7.5% |
| 1Y | -9.5% | -4.8% | -4.7% | -9.0% |
| 3Y | +28.4% | +11.5% | +16.9% | +26.5% |
| 5Y | +59.0% | -17.0% | +75.9% | +60.8% |
| All | +189.8% | +17.1% | +172.7% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling