+157.4%
NOC vs VCLT
+21.5%
+135.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +4.8% | -2.3% | +7.1% | +5.2% |
| 30D | +11.0% | +0.8% | +10.3% | +10.9% |
| 3M | -3.8% | -2.7% | -1.1% | -3.5% |
| 6M | +0.6% | -4.3% | +4.9% | +1.2% |
| YTD | -2.3% | -4.3% | +2.0% | -1.7% |
| 1Y | +0.3% | -4.4% | +4.6% | +0.8% |
| 3Y | +24.6% | +13.8% | +10.8% | +22.3% |
| 5Y | +66.0% | -17.0% | +82.9% | +68.5% |
| All | +157.4% | +21.5% | +135.9% | +157.7% |
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