+56.7%
NOC vs VCLT
-15.5%
+72.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -5.6% | -2.9% | -2.7% | -5.2% |
| 6M | -30.4% | -4.0% | -26.4% | -30.0% |
| YTD | -8.5% | -2.2% | -6.2% | -8.2% |
| 1Y | -8.3% | -2.6% | -5.7% | -8.0% |
| 3Y | +28.2% | +12.3% | +15.9% | +25.8% |
| 5Y | +56.7% | -16.4% | +73.1% | +55.4% |
| All | +56.7% | -15.5% | +72.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling