+1,339.7%
NOC vs VCLT
+103.4%
+1,236.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -7.2% | -0.9% | -6.3% | -7.2% |
| 3M | -5.1% | -3.2% | -1.9% | -5.2% |
| 6M | -31.1% | -3.8% | -27.3% | -31.1% |
| YTD | -8.6% | -2.0% | -6.6% | -8.6% |
| 1Y | -9.7% | -0.8% | -8.9% | -9.7% |
| 3Y | +24.3% | +12.3% | +12.0% | +25.0% |
| 5Y | +52.6% | -15.4% | +68.0% | +48.5% |
| 10Y | +183.6% | +15.7% | +167.9% | +200.6% |
| All | +1,339.7% | +103.4% | +1,236.3% | +2,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling