+28.4%
NOC vs VCLT
+11.3%
+17.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -9.4% | -1.1% | -8.3% | -9.3% |
| 3M | -3.8% | -3.7% | -0.2% | -3.2% |
| 6M | -28.8% | -4.0% | -24.7% | -28.2% |
| YTD | -7.9% | -3.4% | -4.5% | -7.3% |
| 1Y | -9.0% | -4.1% | -4.9% | -8.3% |
| All | +28.4% | +11.3% | +17.1% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling